+180.9%
STT vs PSKY
-85.2%
+266.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.5% |
| 7D | -5.3% | -24.6% | +19.3% | -2.3% |
| 30D | -11.5% | -36.1% | +24.7% | -6.8% |
| 3M | +40.1% | -54.8% | +94.9% | +47.3% |
| 6M | +40.1% | -54.8% | +94.9% | +47.3% |
| YTD | +40.1% | -54.8% | +94.9% | +47.3% |
| 1Y | +50.2% | -58.4% | +108.6% | +60.6% |
| 3Y | +176.4% | -40.7% | +217.1% | +149.2% |
| 5Y | +109.1% | -80.0% | +189.1% | +142.6% |
| All | +180.9% | -85.2% | +266.0% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling