+78.8%
SE vs ALK
+21.9%
+56.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.1% | +1.1% |
| 7D | +3.3% | +8.9% | -5.6% | +0.9% |
| 30D | -18.2% | +5.9% | -24.1% | -19.6% |
| 3M | -31.3% | -16.5% | -14.7% | -28.3% |
| 6M | -10.1% | +2.1% | -12.2% | -11.7% |
| YTD | -38.9% | -17.1% | -21.8% | -37.7% |
| 1Y | -48.0% | -2.9% | -45.1% | -49.6% |
| 3Y | +78.8% | +24.5% | +54.3% | +83.6% |
| All | +78.8% | +21.9% | +56.9% | +83.6% |
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 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