+168.2%
STT vs PSKY
-40.3%
+208.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -1.0% |
| 7D | -5.3% | -24.6% | +19.3% | -4.6% |
| 30D | -11.5% | -36.1% | +24.7% | -10.6% |
| 3M | +12.0% | -37.1% | +49.1% | +12.9% |
| 6M | +18.0% | -40.5% | +58.5% | +19.4% |
| YTD | +31.5% | -47.7% | +79.2% | +34.0% |
| 1Y | +50.2% | -58.4% | +108.6% | +55.7% |
| All | +168.2% | -40.3% | +208.5% | +162.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling