+257.9%
SAN vs ALK
+21.9%
+236.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.1% | -1.0% | +4.2% |
| 7D | +8.7% | +8.9% | -0.2% | +6.2% |
| 30D | -6.5% | +5.9% | -12.4% | -8.1% |
| 3M | -14.2% | -16.5% | +2.3% | -10.4% |
| 6M | +2.7% | +2.1% | +0.6% | +1.0% |
| YTD | +8.9% | -17.1% | +26.0% | +11.3% |
| 1Y | +23.4% | -2.9% | +26.2% | +21.7% |
| 3Y | +257.9% | +24.5% | +233.5% | +227.4% |
| All | +257.9% | +21.9% | +236.0% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling