-58.5%
PSKY vs SM
+22.6%
-81.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.3% | -10.1% | -5.7% |
| 7D | -24.6% | +6.8% | -31.3% | -25.4% |
| 30D | -36.1% | +1.2% | -37.3% | -36.2% |
| 3M | -53.8% | +121.3% | -175.1% | -66.2% |
| 6M | -53.8% | +121.3% | -175.1% | -66.2% |
| YTD | -53.8% | +121.3% | -175.1% | -66.2% |
| 1Y | -58.4% | +88.9% | -147.2% | -68.5% |
| 3Y | -40.7% | +1.8% | -42.5% | -51.2% |
| 5Y | -80.0% | +50.2% | -130.3% | -85.7% |
| 10Y | -84.4% | +16.1% | -100.5% | -92.7% |
| All | -58.5% | +22.6% | -81.1% | -90.6% |
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 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