+262.8%
SGI vs PSKY
-74.6%
+337.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | -4.5% | -2.4% | -2.1% | -3.8% |
| 30D | +4.2% | +11.6% | -7.4% | +1.0% |
| 3M | -7.4% | +1.5% | -9.0% | -8.2% |
| 6M | -15.1% | +7.7% | -22.8% | -17.8% |
| YTD | -24.7% | -20.1% | -4.6% | -21.7% |
| 1Y | -21.8% | -38.3% | +16.5% | -13.7% |
| 3Y | +50.0% | -17.7% | +67.8% | +35.8% |
| 5Y | +48.9% | -69.9% | +118.8% | +83.4% |
| All | +262.8% | -74.6% | +337.3% | +295.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling