+1.7%
XLY vs SKUU
-59.4%
+61.1%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | 0.0% |
| 7D | +1.9% | -29.1% | +31.0% | +1.7% |
| 30D | +5.6% | -53.4% | +59.0% | +4.6% |
| 3M | -0.2% | -34.5% | +34.3% | +0.2% |
| All | +1.7% | -59.4% | +61.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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