-35.1%
PSKY vs SM
+13.1%
-48.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +24.0% | +26.3% | -2.3% | +17.7% |
| 3M | +2.2% | +8.7% | -6.5% | -0.6% |
| 6M | -9.0% | +51.7% | -60.7% | -18.4% |
| YTD | -18.1% | +99.0% | -117.2% | -30.8% |
| 1Y | -25.1% | +34.6% | -59.7% | -31.8% |
| 3Y | -16.3% | -7.8% | -8.6% | -20.9% |
| 5Y | -70.4% | +104.8% | -175.1% | -77.8% |
| 10Y | -74.2% | +7.2% | -81.4% | -86.2% |
| All | -35.1% | +13.1% | -48.2% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling