+2,195.1%
STRL vs PSKY
-63.1%
+2,258.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.8% | -0.1% | -5.8% |
| 7D | -17.3% | -24.6% | +7.3% | -21.6% |
| 30D | -10.3% | -36.1% | +25.9% | -17.5% |
| 3M | +545.4% | -38.5% | +583.9% | +529.9% |
| 6M | +545.4% | -38.5% | +583.9% | +529.9% |
| YTD | +545.4% | -38.5% | +583.9% | +529.9% |
| 1Y | +545.4% | -38.5% | +583.9% | +529.9% |
| 3Y | +482.2% | -40.7% | +522.9% | +468.8% |
| 5Y | +1,737.1% | -80.0% | +1,817.1% | +2,271.3% |
| 10Y | +4,964.0% | -84.4% | +5,048.4% | +5,815.1% |
| All | +2,195.1% | -63.1% | +2,258.2% | +1,262.8% |
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