+316.9%
SPYM vs PSKY
-74.6%
+391.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | -1.0% | -2.4% | +1.3% | -0.7% |
| 30D | -1.3% | +11.6% | -12.9% | -2.8% |
| 3M | +3.6% | +1.5% | +2.1% | +3.2% |
| 6M | +13.3% | +7.7% | +5.6% | +11.6% |
| YTD | +12.4% | -20.1% | +32.5% | +14.6% |
| 1Y | +17.3% | -38.3% | +55.6% | +23.2% |
| 3Y | +76.8% | -17.7% | +94.5% | +69.6% |
| 5Y | +83.6% | -69.9% | +153.5% | +102.2% |
| All | +316.9% | -74.6% | +391.5% | +290.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling