+4,789.7%
SITM vs PSKY
-67.9%
+4,857.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +4.9% |
| 7D | +3.9% | -2.4% | +6.2% | +4.6% |
| 30D | -6.6% | +11.6% | -18.2% | -9.7% |
| 3M | -11.9% | +1.5% | -13.4% | -12.7% |
| 6M | +81.1% | +7.7% | +73.4% | +75.0% |
| YTD | +80.0% | -20.1% | +100.1% | +87.2% |
| 1Y | +145.8% | -38.3% | +184.1% | +172.7% |
| 3Y | +475.9% | -17.7% | +493.6% | +426.7% |
| 5Y | +189.2% | -69.9% | +259.1% | +260.0% |
| All | +4,789.7% | -67.9% | +4,857.6% | +4,056.9% |
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