-14.4%
SMR vs PSKY
-61.5%
+47.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.1% | -17.8% | -16.1% |
| 7D | -11.2% | -2.4% | -8.8% | -10.9% |
| 30D | -10.2% | +11.6% | -21.8% | -12.2% |
| 3M | -10.0% | +1.5% | -11.6% | -10.6% |
| 6M | -30.5% | +7.7% | -38.2% | -31.6% |
| YTD | -39.2% | -20.1% | -19.1% | -37.3% |
| 1Y | -75.5% | -38.3% | -37.2% | -73.5% |
| 3Y | +45.4% | -17.7% | +63.2% | +43.8% |
| All | -14.4% | -61.5% | +47.1% | -7.8% |
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 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