-35.1%
PSKY vs SBAC
+988.3%
-1,023.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | +24.0% | +6.9% | +17.1% | +19.7% |
| 3M | +2.2% | -8.2% | +10.4% | +5.9% |
| 6M | -9.0% | -1.6% | -7.3% | -10.8% |
| YTD | -18.1% | -0.1% | -18.0% | -20.6% |
| 1Y | -25.1% | -0.5% | -24.6% | -27.1% |
| 3Y | -16.3% | -9.1% | -7.3% | -17.0% |
| 5Y | -70.4% | -43.8% | -26.6% | -62.9% |
| 10Y | -74.2% | +80.5% | -154.7% | -85.0% |
| All | -35.1% | +988.3% | -1,023.4% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling