-75.6%
PSKY vs SM
+16.0%
-91.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | +10.2% | +20.3% | -10.0% | +7.2% |
| 3M | +0.3% | +22.9% | -22.6% | -3.4% |
| 6M | -7.8% | +47.8% | -55.6% | -14.1% |
| YTD | -23.0% | +107.5% | -130.4% | -31.9% |
| 1Y | -31.6% | +51.7% | -83.4% | -37.0% |
| 3Y | -21.3% | -0.9% | -20.5% | -25.0% |
| 5Y | -71.5% | +112.2% | -183.7% | -76.4% |
| 10Y | -75.6% | +20.3% | -96.0% | -85.6% |
| All | -75.6% | +16.0% | -91.6% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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