-78.0%
SE vs ALK
-31.3%
-46.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | -20.9% | +7.7% | -28.6% | -24.0% |
| 3M | -38.9% | -19.0% | -19.9% | -33.2% |
| 6M | -19.4% | -0.2% | -19.2% | -22.0% |
| YTD | -40.9% | -23.5% | -17.4% | -36.8% |
| 1Y | -46.2% | -9.1% | -37.1% | -48.3% |
| 3Y | +63.7% | +12.0% | +51.7% | +8.9% |
| All | -78.0% | -31.3% | -46.7% | -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