+4,070.1%
STLD vs PSKY
-42.2%
+4,112.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | -9.0% | +24.0% | -33.0% | -16.8% |
| 3M | -12.4% | +2.2% | -14.5% | -13.8% |
| 6M | +25.5% | -9.0% | +34.5% | +27.3% |
| YTD | +43.6% | -18.1% | +61.8% | +49.4% |
| 1Y | +87.2% | -25.1% | +112.3% | +94.8% |
| 3Y | +135.2% | -16.3% | +151.6% | +96.1% |
| 5Y | +290.9% | -70.4% | +361.2% | +378.3% |
| 10Y | +1,113.5% | -74.2% | +1,187.6% | +1,097.1% |
| All | +4,070.1% | -42.2% | +4,112.4% | +1,734.4% |
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