-100.0%
SPXS vs PSKY
+162.7%
-262.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.3% |
| 7D | -1.5% | +2.4% | -3.9% | -0.1% |
| 30D | +3.7% | +17.5% | -13.8% | +14.5% |
| 3M | -9.6% | +4.4% | -14.0% | -6.3% |
| 6M | -32.4% | -9.0% | -23.4% | -34.6% |
| YTD | -28.7% | -18.6% | -10.1% | -35.0% |
| 1Y | -38.1% | -27.7% | -10.4% | -46.4% |
| 3Y | -80.1% | -16.9% | -63.3% | -79.0% |
| 5Y | -85.9% | -70.3% | -15.6% | -90.8% |
| 10Y | -99.5% | -74.9% | -24.6% | -99.5% |
| All | -100.0% | +162.7% | -262.7% | -99.9% |
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