+46.1%
SKYY vs SPY
+82.3%
-36.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -0.1% |
| 7D | -1.9% | -0.8% | -1.1% | -0.8% |
| 30D | -2.5% | -1.1% | -1.5% | -0.9% |
| 3M | +18.5% | +3.9% | +14.6% | +12.2% |
| 6M | +39.8% | +13.6% | +26.2% | +16.2% |
| YTD | +21.8% | +12.7% | +9.2% | +2.6% |
| 1Y | +17.1% | +17.5% | -0.4% | -7.1% |
| 3Y | +94.0% | +76.9% | +17.1% | -15.9% |
| All | +46.1% | +82.3% | -36.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling