+2,157.8%
SIMO vs PSKY
-63.1%
+2,220.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -1.8% |
| 7D | -19.9% | -24.6% | +4.6% | -13.3% |
| 30D | -10.8% | -36.1% | +25.4% | +0.7% |
| 3M | -16.5% | -37.1% | +20.6% | -5.9% |
| 6M | +54.9% | -40.5% | +95.4% | +77.0% |
| YTD | +129.7% | -47.7% | +177.4% | +166.6% |
| 1Y | +131.9% | -58.4% | +190.3% | +186.3% |
| 3Y | +309.7% | -40.7% | +350.4% | +298.7% |
| 5Y | +246.6% | -80.0% | +326.6% | +349.9% |
| 10Y | +454.9% | -84.4% | +539.3% | +535.9% |
| All | +2,157.8% | -63.1% | +2,220.8% | +1,230.3% |
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