+51.5%
SGI vs PSKY
-71.8%
+123.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.0% |
| 7D | +0.6% | -6.8% | +7.4% | +1.8% |
| 30D | +5.5% | +10.2% | -4.7% | +3.8% |
| 3M | -3.6% | +0.3% | -3.9% | -3.8% |
| 6M | -15.0% | -7.8% | -7.3% | -14.4% |
| YTD | -23.0% | -23.0% | -0.1% | -20.5% |
| 1Y | -18.4% | -31.6% | +13.2% | -14.9% |
| 3Y | +57.8% | -21.3% | +79.1% | +50.3% |
| 5Y | +51.5% | -71.5% | +122.9% | +82.1% |
| All | +51.5% | -71.8% | +123.3% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling