+348.2%
SAN vs ALK
-35.2%
+383.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.4% |
| 7D | +1.8% | -0.7% | +2.4% | +2.0% |
| 30D | +2.0% | -19.2% | +21.2% | +10.7% |
| 3M | +19.7% | -1.5% | +21.2% | +19.0% |
| 6M | +30.6% | -13.1% | +43.7% | +35.2% |
| YTD | +28.8% | -16.4% | +45.3% | +34.5% |
| 1Y | +57.8% | -33.1% | +90.8% | +78.2% |
| 3Y | +338.1% | +0.6% | +337.5% | +282.8% |
| 5Y | +384.2% | -26.4% | +410.6% | +375.4% |
| All | +348.2% | -35.2% | +383.4% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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