+507.6%
SIMO vs PSKY
-85.2%
+592.7%
-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% | -26.7% |
| 30D | -10.8% | -36.1% | +25.4% | -22.1% |
| 3M | +296.9% | -39.9% | +336.8% | +273.9% |
| 6M | +296.9% | -39.9% | +336.8% | +273.9% |
| YTD | +296.9% | -39.9% | +336.8% | +273.9% |
| 1Y | +296.9% | -39.9% | +336.8% | +273.9% |
| 3Y | +309.7% | -40.7% | +350.4% | +284.9% |
| 5Y | +246.6% | -80.0% | +326.6% | +278.7% |
| All | +507.6% | -85.2% | +592.7% | +464.6% |
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