-85.4%
PSKY vs SBAC
+110.8%
-196.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -5.6% |
| 7D | -24.6% | +2.5% | -27.1% | -25.3% |
| 30D | -36.1% | +2.2% | -38.3% | -36.8% |
| 3M | -54.8% | -4.9% | -49.9% | -52.9% |
| 6M | -54.8% | -4.9% | -49.9% | -52.9% |
| YTD | -54.8% | -4.9% | -49.9% | -52.9% |
| 1Y | -58.4% | -2.8% | -55.5% | -56.9% |
| 3Y | -40.7% | -1.9% | -38.8% | -39.8% |
| 5Y | -80.0% | -37.8% | -42.3% | -76.5% |
| All | -85.4% | +110.8% | -196.2% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling