+150.5%
SPMO vs PSKY
-70.1%
+220.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -0.9% | -2.4% | +1.5% | -0.8% |
| 30D | -1.9% | +11.6% | -13.5% | -2.7% |
| 3M | -1.4% | +1.5% | -2.9% | -1.6% |
| 6M | +25.5% | +7.7% | +17.8% | +24.5% |
| YTD | +24.8% | -20.1% | +44.9% | +26.1% |
| 1Y | +24.5% | -38.3% | +62.8% | +27.7% |
| 3Y | +157.1% | -17.7% | +174.9% | +151.4% |
| All | +150.5% | -70.1% | +220.7% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling