+306.5%
SYF vs PSKY
-84.6%
+391.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -8.2% |
| 7D | +1.2% | -24.6% | +25.8% | -39.8% |
| 30D | -2.9% | -36.1% | +33.2% | -57.9% |
| 3M | +185.2% | -85.1% | +270.3% | +0.1% |
| 6M | +185.2% | -85.1% | +270.3% | +0.1% |
| YTD | +185.2% | -85.1% | +270.3% | +0.1% |
| 1Y | +185.2% | -85.1% | +270.3% | +0.1% |
| 3Y | +185.2% | -85.1% | +270.3% | +0.1% |
| 5Y | +185.2% | -85.1% | +270.3% | +0.1% |
| 10Y | +248.5% | -84.4% | +332.9% | +20.5% |
| All | +306.5% | -84.6% | +391.1% | +36.9% |
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