+145.8%
SITM vs PSKY
-28.3%
+174.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.5% |
| 7D | +3.9% | -2.4% | +6.2% | +3.9% |
| 30D | -6.6% | +11.6% | -18.2% | -6.7% |
| 3M | -11.9% | +1.5% | -13.4% | -12.4% |
| 6M | +81.1% | +7.7% | +73.4% | +80.1% |
| YTD | +80.0% | -20.1% | +100.1% | +79.2% |
| 1Y | +145.8% | -38.3% | +184.1% | +155.1% |
| All | +145.8% | -28.3% | +174.1% | +155.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling