+6,916.6%
STX vs PSKY
-63.1%
+6,979.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.8% | -2.7% | -13.3% |
| 7D | -18.4% | -24.6% | +6.2% | -43.7% |
| 30D | -20.6% | -36.1% | +15.5% | -54.9% |
| 3M | +599.6% | -78.2% | +677.7% | +417.1% |
| 6M | +599.6% | -78.2% | +677.7% | +417.1% |
| YTD | +599.6% | -78.2% | +677.7% | +417.1% |
| 1Y | +599.6% | -78.2% | +677.7% | +417.1% |
| 3Y | +599.6% | -78.2% | +677.7% | +417.1% |
| 5Y | +798.1% | -80.0% | +878.1% | +586.0% |
| 10Y | +2,609.8% | -84.4% | +2,694.2% | +1,777.9% |
| All | +6,916.6% | -63.1% | +6,979.7% | +2,367.7% |
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