+419.3%
SIMO vs PSKY
-13.9%
+433.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.8% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +4.1% | +24.0% | -19.9% | +3.2% |
| 3M | -12.9% | +2.2% | -15.0% | -12.9% |
| 6M | +110.3% | -9.0% | +119.3% | +111.0% |
| YTD | +178.6% | -18.1% | +196.7% | +181.8% |
| 1Y | +220.0% | -25.1% | +245.1% | +225.2% |
| All | +419.3% | -13.9% | +433.2% | +403.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling