+309.7%
SN vs PSKY
-30.6%
+340.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.0% | -3.0% |
| 7D | -3.4% | -6.8% | +3.4% | -3.0% |
| 30D | -9.1% | +10.2% | -19.3% | -9.5% |
| 3M | +31.8% | +0.3% | +31.5% | +31.7% |
| 6M | +52.0% | -7.8% | +59.8% | +52.4% |
| YTD | +51.3% | -23.0% | +74.3% | +53.2% |
| 1Y | +46.9% | -31.6% | +78.5% | +49.2% |
| 3Y | +394.9% | -21.3% | +416.3% | +370.5% |
| All | +309.7% | -30.6% | +340.2% | +292.5% |
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