-88.6%
SKYX vs SPY
+80.0%
-168.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.1% |
| 7D | -1.5% | -0.8% | -0.7% | -0.4% |
| 30D | +11.6% | -1.1% | +12.6% | +13.1% |
| 3M | +27.4% | +3.9% | +23.5% | +22.0% |
| 6M | -29.3% | +13.6% | -42.9% | -38.7% |
| YTD | -37.8% | +12.7% | -50.5% | -45.2% |
| 1Y | +13.4% | +17.5% | -4.1% | -3.4% |
| 3Y | -17.7% | +76.9% | -94.6% | -50.6% |
| All | -88.6% | +80.0% | -168.6% | -92.9% |
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