+23.9%
SMTC vs PSKY
+18.3%
+5.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-08 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.5% | +9.7% |
| 7D | +22.9% | +2.4% | +20.6% | +24.4% |
| All | +23.9% | +18.3% | +5.6% | +33.4% |
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 2026-08-08 to 2026-09-08: 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…
2026-08-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling