-21.6%
SAP vs PSKY
-30.5%
+8.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.7% |
| 7D | -0.3% | -6.8% | +6.6% | +0.3% |
| 30D | +0.3% | +10.2% | -10.0% | -0.5% |
| 3M | +16.9% | +0.3% | +16.6% | +16.8% |
| 6M | +6.3% | -7.8% | +14.1% | +6.7% |
| YTD | -12.4% | -23.0% | +10.6% | -12.3% |
| 1Y | -21.6% | -31.6% | +10.0% | -20.6% |
| All | -21.6% | -30.5% | +8.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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