+98.8%
STT vs PSKY
-78.1%
+176.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.6% |
| 7D | -5.3% | -24.6% | +19.3% | -2.4% |
| 30D | -11.5% | -36.1% | +24.7% | -7.1% |
| 3M | +12.0% | -37.1% | +49.1% | +16.3% |
| 6M | +18.0% | -40.5% | +58.5% | +23.4% |
| YTD | +31.5% | -47.7% | +79.2% | +39.3% |
| 1Y | +50.2% | -58.4% | +108.6% | +64.5% |
| 3Y | +176.4% | -40.7% | +217.1% | +165.9% |
| All | +98.8% | -78.1% | +176.8% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling