+365.7%
SE vs ALK
-48.2%
+413.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.0% | +9.0% | -7.0% | -1.0% |
| 30D | -20.0% | -1.6% | -18.4% | -19.8% |
| 3M | -31.8% | -23.2% | -8.6% | -25.9% |
| 6M | -15.9% | -3.9% | -12.0% | -16.2% |
| YTD | -40.6% | -22.6% | -18.1% | -37.6% |
| 1Y | -50.7% | -5.3% | -45.4% | -52.1% |
| 3Y | +70.3% | +18.6% | +51.7% | +44.3% |
| 5Y | -78.8% | -34.4% | -44.4% | -77.9% |
| All | +365.7% | -48.2% | +413.9% | +396.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling