-68.1%
SE vs ALK
-25.3%
-42.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.6% |
| 7D | -6.1% | -0.7% | -5.4% | -5.8% |
| 30D | -2.5% | -19.2% | +16.8% | +7.6% |
| 3M | +21.7% | -1.5% | +23.2% | +20.7% |
| 6M | +27.0% | -13.1% | +40.1% | +30.8% |
| YTD | -12.1% | -16.4% | +4.3% | -9.1% |
| 1Y | -40.9% | -33.1% | -7.8% | -31.8% |
| 3Y | +191.0% | +0.6% | +190.4% | +131.2% |
| All | -68.1% | -25.3% | -42.8% | -69.1% |
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 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