-48.8%
SE vs ALK
-1.1%
-47.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.8% | -4.3% | +2.7% |
| 7D | +6.7% | +12.4% | -5.8% | +4.1% |
| 30D | -17.2% | +2.1% | -19.3% | -17.7% |
| 3M | -28.0% | -23.9% | -4.2% | -24.5% |
| 6M | -6.1% | +8.2% | -14.3% | -7.6% |
| YTD | -37.1% | -20.5% | -16.7% | -38.5% |
| 1Y | -48.8% | -1.0% | -47.7% | -50.6% |
| All | -48.8% | -1.1% | -47.7% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling