+524.1%
SIMO vs PSKY
-84.8%
+608.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -4.7% |
| 7D | -19.9% | -24.6% | +4.6% | -26.4% |
| 30D | -10.8% | -36.1% | +25.4% | -21.6% |
| 3M | +304.4% | -38.5% | +342.8% | +282.6% |
| 6M | +304.4% | -38.5% | +342.8% | +282.6% |
| YTD | +304.4% | -38.5% | +342.8% | +282.6% |
| 1Y | +304.4% | -38.5% | +342.8% | +282.6% |
| 3Y | +309.7% | -40.7% | +350.4% | +288.3% |
| 5Y | +246.6% | -80.0% | +326.6% | +282.1% |
| All | +524.1% | -84.8% | +608.8% | +484.6% |
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 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