-70.3%
PSKY vs SBAC
-43.9%
-26.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.4% | -0.1% | +2.4% | +2.4% |
| 30D | +17.5% | +3.2% | +14.3% | +15.9% |
| 3M | +4.4% | -5.1% | +9.5% | +6.2% |
| 6M | -9.0% | -2.1% | -6.9% | -10.2% |
| YTD | -18.6% | -0.5% | -18.1% | -20.4% |
| 1Y | -27.7% | +1.1% | -28.9% | -29.7% |
| 3Y | -16.9% | -7.4% | -9.4% | -18.1% |
| 5Y | -70.3% | -44.3% | -25.9% | -67.2% |
| All | -70.3% | -43.9% | -26.3% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling