-31.6%
PSKY vs SM
+46.0%
-77.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.4% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | +10.2% | +20.3% | -10.0% | +8.3% |
| 3M | +0.3% | +22.9% | -22.6% | -2.0% |
| 6M | -7.8% | +47.8% | -55.6% | -14.1% |
| YTD | -23.0% | +107.5% | -130.4% | -32.4% |
| 1Y | -31.6% | +51.7% | -83.4% | -41.9% |
| All | -31.6% | +46.0% | -77.7% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling