-5.5%
TSLA vs SKHY
-15.8%
+10.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -2.8% |
| 7D | -4.7% | -13.1% | +8.4% | -3.2% |
| 30D | +1.7% | -26.6% | +28.3% | +4.4% |
| 3M | +17.7% | -7.3% | +25.0% | +18.1% |
| All | -5.5% | -15.8% | +10.3% | -5.1% |
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