+1,384.8%
STRL vs PSKY
-78.6%
+1,463.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.8% | -0.1% | -4.3% |
| 7D | -17.3% | -24.6% | +7.3% | -14.4% |
| 30D | -10.3% | -36.1% | +25.9% | -5.5% |
| 3M | -47.3% | -34.6% | -12.8% | -44.1% |
| 6M | -3.8% | -40.5% | +36.7% | +2.8% |
| YTD | +38.6% | -47.7% | +86.3% | +49.4% |
| 1Y | +17.5% | -58.4% | +75.9% | +29.5% |
| 3Y | +482.2% | -40.7% | +522.9% | +490.8% |
| All | +1,384.8% | -78.6% | +1,463.4% | +1,653.2% |
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