+260.3%
STT vs PSKY
-75.1%
+335.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.4% | -6.0% | +4.6% | -0.1% |
| 30D | +2.2% | +10.7% | -8.5% | -0.1% |
| 3M | +18.8% | +1.2% | +17.7% | +18.0% |
| 6M | +57.9% | +1.5% | +56.4% | +55.8% |
| YTD | +51.0% | -21.8% | +72.8% | +56.2% |
| 1Y | +77.1% | -30.2% | +107.3% | +85.6% |
| 3Y | +199.8% | -20.1% | +219.9% | +181.7% |
| 5Y | +156.0% | -70.5% | +226.5% | +201.7% |
| All | +260.3% | -75.1% | +335.4% | +212.8% |
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 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