+499.6%
SMTC vs PSKY
-75.1%
+574.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.3% |
| 7D | +17.5% | -6.0% | +23.5% | +19.0% |
| 30D | +21.3% | +10.7% | +10.6% | +18.4% |
| 3M | +3.1% | +1.2% | +2.0% | +2.3% |
| 6M | +81.7% | +1.5% | +80.2% | +79.7% |
| YTD | +115.9% | -21.8% | +137.7% | +123.7% |
| 1Y | +157.8% | -30.2% | +188.0% | +169.1% |
| 3Y | +557.3% | -20.1% | +577.4% | +523.5% |
| 5Y | +114.7% | -70.5% | +185.2% | +146.9% |
| All | +499.6% | -75.1% | +574.7% | +529.0% |
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