+414.4%
STT vs PSKY
-42.2%
+456.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | +3.9% | +24.0% | -20.1% | -4.4% |
| 3M | +20.0% | +2.2% | +17.8% | +18.0% |
| 6M | +55.3% | -9.0% | +64.3% | +57.4% |
| YTD | +53.3% | -18.1% | +71.5% | +58.9% |
| 1Y | +74.7% | -25.1% | +99.8% | +82.4% |
| 3Y | +205.8% | -16.3% | +222.2% | +162.9% |
| 5Y | +145.0% | -70.4% | +215.4% | +201.1% |
| 10Y | +266.0% | -74.2% | +340.2% | +266.4% |
| All | +414.4% | -42.2% | +456.7% | +151.5% |
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 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