+2,531.1%
STRL vs PSKY
-42.2%
+2,573.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -9.2% | +24.0% | -33.2% | -14.4% |
| 3M | -51.0% | +2.2% | -53.2% | -51.6% |
| 6M | +15.8% | -9.0% | +24.7% | +16.3% |
| YTD | +58.9% | -18.1% | +77.0% | +62.1% |
| 1Y | +68.5% | -25.1% | +93.6% | +74.4% |
| 3Y | +485.2% | -16.3% | +501.6% | +420.9% |
| 5Y | +2,005.1% | -70.4% | +2,075.5% | +2,345.9% |
| 10Y | +7,118.0% | -74.2% | +7,192.1% | +7,176.1% |
| All | +2,531.1% | -42.2% | +2,573.3% | +1,279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling