+363.5%
SE vs ALK
-48.8%
+412.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -20.9% | +7.7% | -28.6% | -23.1% |
| 3M | -38.9% | -19.0% | -19.9% | -34.8% |
| 6M | -19.4% | -0.2% | -19.2% | -20.8% |
| YTD | -40.9% | -23.5% | -17.4% | -37.7% |
| 1Y | -46.2% | -9.1% | -37.1% | -46.9% |
| 3Y | +63.7% | +12.0% | +51.7% | +41.5% |
| 5Y | -77.9% | -30.9% | -47.1% | -77.1% |
| All | +363.5% | -48.8% | +412.2% | +395.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling