+2,222.0%
SGI vs PSKY
-63.1%
+2,285.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +3.0% | +0.1% |
| 7D | +2.2% | -24.6% | +26.8% | +12.9% |
| 30D | -6.7% | -36.1% | +29.5% | +10.4% |
| 3M | -7.8% | -37.1% | +29.3% | +6.0% |
| 6M | -19.3% | -40.5% | +21.2% | -5.4% |
| YTD | -28.3% | -47.7% | +19.4% | -13.9% |
| 1Y | -24.5% | -58.4% | +33.8% | -1.8% |
| 3Y | +58.4% | -40.7% | +99.0% | +45.0% |
| 5Y | +50.2% | -80.0% | +130.2% | +110.5% |
| 10Y | +418.4% | -84.4% | +502.8% | +541.4% |
| All | +2,222.0% | -63.1% | +2,285.1% | +1,115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling