-0.6%
SKYH vs SPY
+124.8%
-125.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -4.5% | -0.8% | -3.7% | -4.3% |
| 30D | -12.9% | -1.1% | -11.8% | -12.6% |
| 3M | +9.8% | +3.9% | +5.9% | +8.4% |
| 6M | +9.8% | +13.6% | -3.8% | +5.7% |
| YTD | +11.6% | +12.7% | -1.1% | +7.7% |
| 1Y | -1.3% | +17.5% | -18.8% | -5.7% |
| 3Y | +127.0% | +76.9% | +50.1% | +112.7% |
| 5Y | -0.8% | +83.6% | -84.4% | -11.7% |
| All | -0.6% | +124.8% | -125.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling