+70.3%
SE vs ALK
+16.0%
+54.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.0% | +9.0% | -7.0% | -0.4% |
| 30D | -20.0% | -1.6% | -18.4% | -19.8% |
| 3M | -31.8% | -23.2% | -8.6% | -27.2% |
| 6M | -15.9% | -3.9% | -12.0% | -16.0% |
| YTD | -40.6% | -22.6% | -18.1% | -38.4% |
| 1Y | -50.7% | -5.3% | -45.4% | -52.0% |
| 3Y | +70.3% | +18.6% | +51.7% | +78.5% |
| All | +70.3% | +16.0% | +54.3% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling