+2,637.6%
SIMO vs PSKY
-42.2%
+2,679.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.2% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +4.1% | +24.0% | -19.9% | -2.5% |
| 3M | -12.9% | +2.2% | -15.0% | -14.0% |
| 6M | +110.3% | -9.0% | +119.3% | +112.4% |
| YTD | +178.6% | -18.1% | +196.7% | +185.5% |
| 1Y | +220.0% | -25.1% | +245.1% | +231.6% |
| 3Y | +409.0% | -16.3% | +425.4% | +352.4% |
| 5Y | +277.3% | -70.4% | +347.7% | +341.5% |
| 10Y | +506.6% | -74.2% | +580.8% | +496.1% |
| All | +2,637.6% | -42.2% | +2,679.9% | +1,325.0% |
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 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