+711.2%
SKYY vs SPY
+643.6%
+67.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -0.7% | -0.4% | -0.4% | -0.3% |
| 30D | -1.6% | -1.4% | -0.3% | +0.1% |
| 3M | +16.0% | +3.7% | +12.3% | +11.2% |
| 6M | +39.1% | +13.0% | +26.1% | +20.6% |
| YTD | +21.6% | +12.4% | +9.2% | +6.2% |
| 1Y | +19.4% | +18.5% | +0.9% | -1.8% |
| 3Y | +95.4% | +77.6% | +17.8% | +1.8% |
| 5Y | +44.1% | +81.7% | -37.6% | -24.3% |
| 10Y | +392.5% | +319.7% | +72.9% | +4.3% |
| All | +711.2% | +643.6% | +67.6% | -9.2% |
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