-50.5%
SE vs ALK
-5.3%
-45.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | 0.0% | +12.9% | -12.9% | -2.5% |
| 30D | -19.4% | +5.5% | -24.9% | -20.5% |
| 3M | -33.1% | -12.1% | -21.0% | -31.6% |
| 6M | -11.4% | +1.7% | -13.2% | -12.3% |
| YTD | -39.8% | -17.4% | -22.4% | -41.6% |
| 1Y | -50.5% | -1.9% | -48.5% | -53.1% |
| All | -50.5% | -5.3% | -45.2% | -53.1% |
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