+4,532.8%
SITM vs PSKY
-68.5%
+4,601.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | +4.8% | -6.0% | +10.8% | +6.7% |
| 30D | -9.7% | +10.7% | -20.4% | -12.5% |
| 3M | -9.3% | +1.2% | -10.5% | -10.1% |
| 6M | +69.5% | +1.5% | +68.0% | +66.6% |
| YTD | +70.5% | -21.8% | +92.3% | +78.4% |
| 1Y | +145.3% | -30.2% | +175.4% | +160.4% |
| 3Y | +432.8% | -20.1% | +452.9% | +391.7% |
| 5Y | +174.0% | -70.5% | +244.5% | +243.2% |
| All | +4,532.8% | -68.5% | +4,601.4% | +3,861.8% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling