+381.6%
SAN vs ALK
-25.3%
+406.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +1.8% | -0.7% | +2.4% | +2.0% |
| 30D | +2.0% | -19.2% | +21.2% | +9.6% |
| 3M | +19.7% | -1.5% | +21.2% | +19.1% |
| 6M | +30.6% | -13.1% | +43.7% | +34.4% |
| YTD | +28.8% | -16.4% | +45.3% | +33.6% |
| 1Y | +57.8% | -33.1% | +90.8% | +75.4% |
| 3Y | +338.1% | +0.6% | +337.5% | +283.1% |
| All | +381.6% | -25.3% | +406.8% | +378.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling