+20.2%
SKYU vs SPY
+114.1%
-93.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | 0.0% |
| 7D | -3.8% | -0.8% | -3.1% | -1.7% |
| 30D | -5.9% | -1.1% | -4.9% | -2.5% |
| 3M | +35.7% | +3.9% | +31.9% | +23.1% |
| 6M | +80.3% | +13.6% | +66.7% | +28.2% |
| YTD | +33.1% | +12.7% | +20.4% | -2.0% |
| 1Y | +19.3% | +17.5% | +1.8% | -21.0% |
| 3Y | +153.5% | +76.9% | +76.6% | -40.6% |
| 5Y | +0.9% | +83.6% | -82.7% | -73.9% |
| All | +20.2% | +114.1% | -93.9% | -77.8% |
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