+341.2%
STT vs PSKY
-63.1%
+404.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | +0.6% |
| 7D | -5.3% | -24.6% | +19.3% | +3.4% |
| 30D | -11.5% | -36.1% | +24.7% | +2.5% |
| 3M | +12.0% | -37.1% | +49.1% | +24.8% |
| 6M | +18.0% | -40.5% | +58.5% | +33.7% |
| YTD | +31.5% | -47.7% | +79.2% | +52.4% |
| 1Y | +50.2% | -58.4% | +108.6% | +87.4% |
| 3Y | +176.4% | -40.7% | +217.1% | +154.4% |
| 5Y | +109.1% | -80.0% | +189.1% | +180.1% |
| 10Y | +219.5% | -84.4% | +303.9% | +270.6% |
| All | +341.2% | -63.1% | +404.2% | +141.2% |
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 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