+52.2%
SMTC vs PSKY
-78.1%
+130.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.4% | -4.9% |
| 7D | -27.0% | -24.6% | -2.4% | -26.0% |
| 30D | -7.0% | -36.1% | +29.1% | -5.2% |
| 3M | +90.7% | -54.8% | +145.5% | +93.7% |
| 6M | +90.7% | -54.8% | +145.5% | +93.7% |
| YTD | +90.7% | -54.8% | +145.5% | +93.7% |
| 1Y | +93.3% | -58.4% | +151.6% | +99.3% |
| 3Y | +510.4% | -40.7% | +551.1% | +436.7% |
| All | +52.2% | -78.1% | +130.3% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling