-70.3%
PSKY vs SFM
+219.5%
-289.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.2% |
| 7D | +2.4% | -5.8% | +8.2% | +3.1% |
| 30D | +17.5% | -11.4% | +28.9% | +19.1% |
| 3M | +4.4% | -12.2% | +16.6% | +5.9% |
| 6M | -9.0% | -5.2% | -3.9% | -9.1% |
| YTD | -18.6% | -4.5% | -14.1% | -18.8% |
| 1Y | -27.7% | -45.4% | +17.7% | -21.5% |
| 3Y | -16.9% | +91.1% | -107.9% | -31.2% |
| 5Y | -70.3% | +226.8% | -297.1% | -77.8% |
| All | -70.3% | +219.5% | -289.8% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling