+155.8%
SPMO vs PSKY
-20.6%
+176.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +0.1% | -6.0% | +6.1% | +0.3% |
| 30D | -0.7% | +10.7% | -11.4% | -1.0% |
| 3M | +2.8% | +1.2% | +1.7% | +2.7% |
| 6M | +24.4% | +1.5% | +22.9% | +24.2% |
| YTD | +24.2% | -21.8% | +45.9% | +24.8% |
| 1Y | +24.5% | -30.2% | +54.7% | +25.3% |
| All | +155.8% | -20.6% | +176.4% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling