-77.1%
SE vs ALK
-28.6%
-48.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | 0.0% | +12.9% | -12.9% | -5.6% |
| 30D | -19.4% | +5.5% | -24.9% | -21.8% |
| 3M | -33.1% | -12.1% | -21.0% | -29.4% |
| 6M | -11.4% | +1.7% | -13.2% | -14.9% |
| YTD | -39.8% | -17.4% | -22.4% | -37.8% |
| 1Y | -50.5% | -1.9% | -48.5% | -54.0% |
| 3Y | +68.9% | +21.2% | +47.6% | +8.4% |
| 5Y | -77.1% | -27.8% | -49.3% | -76.9% |
| All | -77.1% | -28.6% | -48.5% | -76.9% |
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