-78.0%
SE vs ALK
-34.8%
-43.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.0% | +9.0% | -7.0% | -2.3% |
| 30D | -20.0% | -1.6% | -18.4% | -19.8% |
| 3M | -31.8% | -23.2% | -8.6% | -23.4% |
| 6M | -15.9% | -3.9% | -12.0% | -16.9% |
| YTD | -40.6% | -22.6% | -18.1% | -36.8% |
| 1Y | -50.7% | -5.3% | -45.4% | -53.7% |
| 3Y | +70.3% | +18.6% | +51.7% | +8.2% |
| All | -78.0% | -34.8% | -43.2% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling