+469.4%
STRL vs PSKY
-44.4%
+513.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.8% | -0.1% | -4.5% |
| 7D | -17.3% | -24.6% | +7.3% | -15.5% |
| 30D | -10.3% | -36.1% | +25.9% | -7.5% |
| 3M | -47.3% | -34.6% | -12.8% | -45.3% |
| 6M | -3.8% | -40.5% | +36.7% | -0.2% |
| YTD | +38.6% | -47.7% | +86.3% | +44.6% |
| 1Y | +17.5% | -58.4% | +75.9% | +23.0% |
| All | +469.4% | -44.4% | +513.8% | +498.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling