-2.7%
SPY vs SKHY
-27.1%
+24.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.4% | +9.0% | -3.7% |
| 7D | -4.7% | -23.6% | +18.8% | -3.5% |
| 30D | -5.9% | -32.1% | +26.2% | -4.4% |
| 3M | -4.5% | -18.0% | +13.4% | -3.7% |
| All | -2.7% | -27.1% | +24.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKHY.
Daily Out/Under-Performance
Portfolio return minus SKHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKHY 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 1y: compounded portfolio wealth divided by compounded SKHY 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…
1y analysis · Full analysis span regression · Available span rolling