+351.3%
SN vs PSKY
-52.8%
+404.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -5.0% |
| 7D | +0.8% | -24.6% | +25.4% | -6.0% |
| 30D | +10.0% | -36.1% | +46.1% | -1.9% |
| 3M | +98.5% | -54.8% | +153.3% | +78.1% |
| 6M | +98.5% | -54.8% | +153.3% | +78.1% |
| YTD | +98.5% | -54.8% | +153.3% | +78.1% |
| 1Y | +98.6% | -58.4% | +156.9% | +79.2% |
| 3Y | +342.4% | -40.7% | +383.1% | +268.2% |
| All | +351.3% | -52.8% | +404.1% | +280.3% |
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