+2,457.7%
STX vs PSKY
-84.9%
+2,542.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.8% | -2.7% | -8.1% |
| 7D | -18.4% | -24.6% | +6.2% | -21.1% |
| 30D | -20.6% | -36.1% | +15.5% | -24.8% |
| 3M | +118.6% | -53.8% | +172.5% | +111.1% |
| 6M | +118.6% | -53.8% | +172.5% | +111.1% |
| YTD | +118.6% | -53.8% | +172.5% | +111.1% |
| 1Y | +184.4% | -58.4% | +242.7% | +179.8% |
| 3Y | +883.8% | -40.7% | +924.5% | +745.7% |
| 5Y | +798.1% | -80.0% | +878.1% | +838.1% |
| All | +2,457.7% | -84.9% | +2,542.7% | +2,390.5% |
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 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