+664.5%
STM vs PSKY
-76.1%
+740.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +0.3% |
| 7D | +1.7% | -6.8% | +8.5% | +3.1% |
| 30D | -5.2% | +10.2% | -15.4% | -7.1% |
| 3M | -29.6% | +0.3% | -29.9% | -29.9% |
| 6M | +54.4% | -7.8% | +62.1% | +55.4% |
| YTD | +99.5% | -23.0% | +122.5% | +106.5% |
| 1Y | +100.8% | -31.6% | +132.4% | +110.1% |
| 3Y | +20.2% | -21.3% | +41.5% | +13.7% |
| 5Y | +21.1% | -71.5% | +92.6% | +40.9% |
| 10Y | +664.5% | -75.6% | +740.2% | +632.0% |
| All | +664.5% | -76.1% | +740.6% | +632.0% |
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