+299.5%
SAN vs ALK
-28.7%
+328.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +3.4% | +2.6% | +0.8% | +2.5% |
| 30D | -6.3% | +7.8% | -14.1% | -8.9% |
| 3M | -14.1% | -15.2% | +1.1% | -9.6% |
| 6M | +4.2% | +5.0% | -0.9% | +0.7% |
| YTD | +9.0% | -18.4% | +27.5% | +13.5% |
| 1Y | +18.8% | -2.4% | +21.2% | +15.9% |
| 3Y | +252.0% | +19.8% | +232.3% | +178.7% |
| 5Y | +299.5% | -27.8% | +327.2% | +297.9% |
| All | +299.5% | -28.7% | +328.1% | +297.9% |
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