+3,887.4%
SKYW vs SPY
+3,067.3%
+820.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -2.9% | -0.8% | -2.2% | -2.0% |
| 30D | -10.3% | -1.1% | -9.3% | -9.1% |
| 3M | +7.2% | +3.9% | +3.3% | +2.2% |
| 6M | +5.9% | +13.6% | -7.7% | -9.4% |
| YTD | -4.3% | +12.7% | -16.9% | -17.1% |
| 1Y | -12.1% | +17.5% | -29.6% | -27.7% |
| 3Y | +119.4% | +76.9% | +42.5% | +11.1% |
| 5Y | +122.0% | +83.6% | +38.5% | +9.0% |
| 10Y | +244.6% | +320.7% | -76.1% | -26.9% |
| All | +3,887.4% | +3,067.3% | +820.1% | +40.1% |
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