+576.6%
SPMO vs PSKY
-68.6%
+645.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.4% | +2.4% | +1.0% | +3.1% |
| 30D | +0.5% | +17.5% | -17.0% | -1.2% |
| 3M | +1.9% | +4.4% | -2.5% | +1.3% |
| 6M | +27.8% | -9.0% | +36.8% | +28.5% |
| YTD | +26.7% | -18.6% | +45.3% | +28.3% |
| 1Y | +28.9% | -27.7% | +56.6% | +31.5% |
| 3Y | +160.7% | -16.9% | +177.5% | +152.5% |
| 5Y | +150.2% | -70.3% | +220.4% | +170.6% |
| 10Y | +517.5% | -74.9% | +592.5% | +466.6% |
| All | +576.6% | -68.6% | +645.2% | +517.5% |
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