-75.1%
PSKY vs SIRI
-10.2%
-64.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -2.4% | +0.6% | -2.9% | -2.6% |
| 30D | +11.6% | +2.5% | +9.1% | +10.5% |
| 3M | +1.5% | +6.6% | -5.1% | -1.3% |
| 6M | +7.7% | +32.9% | -25.2% | -4.0% |
| YTD | -20.1% | +50.5% | -70.6% | -32.4% |
| 1Y | -38.3% | +28.0% | -66.3% | -45.0% |
| 3Y | -17.7% | -22.4% | +4.7% | -16.8% |
| 5Y | -69.9% | -41.3% | -28.6% | -68.7% |
| All | -75.1% | -10.2% | -64.9% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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