+44.6%
SMCI vs PSKY
-18.9%
+63.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +7.1% |
| 7D | +1.3% | -2.4% | +3.7% | +1.5% |
| 30D | +6.6% | +11.6% | -5.0% | +5.7% |
| 3M | +25.4% | +1.5% | +23.9% | +25.0% |
| 6M | +26.1% | +7.7% | +18.4% | +25.6% |
| YTD | +37.0% | -20.1% | +57.1% | +38.2% |
| 1Y | -8.8% | -38.3% | +29.5% | -6.9% |
| 3Y | +44.6% | -17.7% | +62.3% | +52.4% |
| All | +44.6% | -18.9% | +63.5% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling