+1,080.4%
STLD vs PSKY
-74.5%
+1,154.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +2.7% | +2.4% | +0.3% | +2.2% |
| 30D | -8.4% | +17.5% | -26.0% | -11.7% |
| 3M | -9.9% | +4.4% | -14.3% | -11.1% |
| 6M | +33.0% | -9.0% | +42.1% | +34.4% |
| YTD | +42.6% | -18.6% | +61.2% | +46.5% |
| 1Y | +80.8% | -27.7% | +108.5% | +87.5% |
| 3Y | +143.4% | -16.9% | +160.3% | +123.6% |
| 5Y | +293.4% | -70.3% | +363.7% | +369.0% |
| 10Y | +1,080.4% | -74.9% | +1,155.4% | +946.2% |
| All | +1,080.4% | -74.5% | +1,154.9% | +946.2% |
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 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