+452.5%
STM vs PSKY
-85.0%
+537.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -1.6% |
| 7D | -12.8% | -24.6% | +11.8% | -8.2% |
| 30D | -4.8% | -36.1% | +31.3% | +3.1% |
| 3M | -23.1% | -37.1% | +14.0% | -16.9% |
| 6M | +9.5% | -40.5% | +50.0% | +19.3% |
| YTD | +76.0% | -47.7% | +123.7% | +94.4% |
| 1Y | +56.1% | -58.4% | +114.5% | +80.0% |
| 3Y | +7.5% | -40.7% | +48.2% | +5.8% |
| 5Y | +11.4% | -80.0% | +91.4% | +37.3% |
| All | +452.5% | -85.0% | +537.5% | +439.3% |
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