+21.0%
STM vs PSKY
-70.3%
+91.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | +24.0% | -25.0% | -4.7% |
| 3M | -33.3% | +2.2% | -35.4% | -33.6% |
| 6M | +57.4% | -9.0% | +66.3% | +58.5% |
| YTD | +102.2% | -18.1% | +120.3% | +106.4% |
| 1Y | +99.6% | -25.1% | +124.7% | +104.4% |
| 3Y | +14.5% | -16.3% | +30.9% | +7.1% |
| All | +21.0% | -70.3% | +91.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling