+579.5%
SIMO vs PSKY
-76.1%
+655.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +2.8% |
| 7D | +14.5% | -6.8% | +21.3% | +15.5% |
| 30D | +20.4% | +10.2% | +10.2% | +18.7% |
| 3M | +7.1% | +0.3% | +6.8% | +6.7% |
| 6M | +129.2% | -7.8% | +137.0% | +130.2% |
| YTD | +201.9% | -23.0% | +224.9% | +209.0% |
| 1Y | +235.5% | -31.6% | +267.2% | +247.3% |
| 3Y | +463.8% | -21.3% | +485.2% | +444.5% |
| 5Y | +306.7% | -71.5% | +378.2% | +350.7% |
| 10Y | +579.5% | -75.6% | +655.1% | +544.0% |
| All | +579.5% | -76.1% | +655.5% | +544.0% |
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