-75.6%
PSKY vs SFM
+268.6%
-344.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -6.0% | -8.8% | +2.8% | -4.9% |
| 30D | +10.7% | -14.5% | +25.1% | +12.7% |
| 3M | +1.2% | -16.8% | +18.0% | +3.3% |
| 6M | +1.5% | -5.3% | +6.8% | +1.4% |
| YTD | -21.8% | -9.4% | -12.4% | -21.5% |
| 1Y | -30.2% | -46.2% | +16.0% | -24.8% |
| 3Y | -20.1% | +81.3% | -101.4% | -30.3% |
| 5Y | -70.5% | +211.9% | -282.4% | -76.6% |
| All | -75.6% | +268.6% | -344.2% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling