+2,088.9%
SNPS vs PSKY
-63.1%
+2,152.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -9.9% |
| 7D | -10.9% | -24.6% | +13.7% | -43.5% |
| 30D | +19.2% | -36.1% | +55.3% | -39.1% |
| 3M | +670.3% | -85.0% | +755.3% | +401.0% |
| 6M | +670.3% | -85.0% | +755.3% | +401.0% |
| YTD | +670.3% | -85.0% | +755.3% | +401.0% |
| 1Y | +670.3% | -85.0% | +755.3% | +401.0% |
| 3Y | +670.3% | -85.0% | +755.3% | +401.0% |
| 5Y | +670.3% | -85.0% | +755.3% | +401.0% |
| 10Y | +660.9% | -84.4% | +745.3% | +389.4% |
| All | +2,088.9% | -63.1% | +2,152.0% | +989.0% |
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