-34.8%
ALK vs SUI
-25.7%
-9.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.6% |
| 7D | +7.1% | +8.8% | -1.7% | +3.0% |
| 30D | -3.0% | +8.9% | -11.9% | -6.9% |
| 3M | -25.6% | +2.0% | -27.7% | -26.4% |
| 6M | +0.5% | -0.6% | +1.1% | +0.2% |
| YTD | -23.1% | +1.3% | -24.4% | -23.9% |
| 1Y | -7.5% | +1.3% | -8.8% | -8.5% |
| 3Y | +15.3% | +16.3% | -1.0% | +4.7% |
| 5Y | -34.8% | -25.1% | -9.7% | -25.3% |
| All | -34.8% | -25.7% | -9.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling