+351.3%
SN vs PSKY
-52.8%
+404.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -3.9% |
| 7D | +0.8% | -24.6% | +25.4% | -0.5% |
| 30D | +10.0% | -36.1% | +46.1% | +7.6% |
| 3M | +58.9% | -34.6% | +93.4% | +56.4% |
| 6M | +62.4% | -40.5% | +102.9% | +60.5% |
| YTD | +66.7% | -47.7% | +114.4% | +65.9% |
| 1Y | +98.6% | -58.4% | +156.9% | +100.3% |
| 3Y | +342.4% | -40.7% | +383.1% | +311.7% |
| All | +351.3% | -52.8% | +404.1% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling