-75.6%
PSKY vs SBAC
+83.0%
-158.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.6% |
| 7D | -6.0% | -5.3% | -0.7% | -4.1% |
| 30D | +10.7% | +0.4% | +10.3% | +10.5% |
| 3M | +1.2% | -11.9% | +13.1% | +5.5% |
| 6M | +1.5% | -4.5% | +6.0% | +1.2% |
| YTD | -21.8% | -4.3% | -17.4% | -22.1% |
| 1Y | -30.2% | -3.9% | -26.3% | -30.4% |
| 3Y | -20.1% | -11.0% | -9.1% | -19.5% |
| 5Y | -70.5% | -44.1% | -26.4% | -65.7% |
| All | -75.6% | +83.0% | -158.7% | -79.1% |
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