+239.1%
SAN vs ALK
+16.0%
+223.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | +4.9% | +9.0% | -4.1% | +2.5% |
| 30D | -13.0% | -1.6% | -11.3% | -12.8% |
| 3M | -18.9% | -23.2% | +4.3% | -13.4% |
| 6M | -4.1% | -3.9% | -0.3% | -4.2% |
| YTD | +2.6% | -22.6% | +25.2% | +6.8% |
| 1Y | +16.9% | -5.3% | +22.3% | +16.4% |
| 3Y | +239.1% | +18.6% | +220.5% | +215.7% |
| All | +239.1% | +16.0% | +223.1% | +215.7% |
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 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