-48.0%
SE vs ALK
-7.4%
-40.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.8% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -22.3% | +3.3% | -25.6% | -23.0% |
| 3M | -41.8% | -17.6% | -24.3% | -39.8% |
| 6M | -22.4% | +0.8% | -23.2% | -22.7% |
| YTD | -41.6% | -22.4% | -19.2% | -42.6% |
| 1Y | -48.0% | -10.1% | -38.0% | -48.9% |
| All | -48.0% | -7.4% | -40.6% | -48.9% |
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 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