+1,796.2%
SNPS vs PSKY
-42.2%
+1,838.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.1% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | -1.7% | +24.0% | -25.7% | -5.6% |
| 3M | -20.4% | +2.2% | -22.5% | -20.8% |
| 6M | -8.6% | -9.0% | +0.4% | -7.6% |
| YTD | -16.2% | -18.1% | +2.0% | -14.3% |
| 1Y | -34.6% | -25.1% | -9.5% | -32.6% |
| 3Y | -14.5% | -16.3% | +1.9% | -19.2% |
| 5Y | +17.0% | -70.4% | +87.4% | +31.3% |
| 10Y | +560.0% | -74.2% | +634.2% | +561.2% |
| All | +1,796.2% | -42.2% | +1,838.4% | +1,391.7% |
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