+4,437.5%
SITM vs PSKY
-69.0%
+4,506.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | +0.1% |
| 7D | +3.7% | -6.8% | +10.5% | +5.8% |
| 30D | -14.5% | +10.2% | -24.8% | -17.1% |
| 3M | -10.6% | +0.3% | -10.8% | -11.1% |
| 6M | +65.5% | -7.8% | +73.3% | +67.2% |
| YTD | +67.0% | -23.0% | +90.0% | +75.5% |
| 1Y | +138.6% | -31.6% | +170.3% | +155.0% |
| 3Y | +421.8% | -21.3% | +443.1% | +383.7% |
| 5Y | +172.4% | -71.5% | +243.9% | +244.3% |
| All | +4,437.5% | -69.0% | +4,506.5% | +3,797.8% |
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 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