+601.8%
SMTC vs PSKY
-21.8%
+623.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.5% |
| 7D | +22.5% | -6.8% | +29.3% | +23.6% |
| 30D | +24.9% | +10.2% | +14.6% | +23.0% |
| 3M | +4.1% | +0.3% | +3.8% | +3.7% |
| 6M | +92.6% | -7.8% | +100.3% | +93.5% |
| YTD | +122.5% | -23.0% | +145.4% | +128.4% |
| 1Y | +166.2% | -31.6% | +197.9% | +174.2% |
| All | +601.8% | -21.8% | +623.6% | +563.0% |
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 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