+365.1%
SE vs ALK
-48.5%
+413.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.4% | -4.6% |
| 7D | -1.2% | +7.1% | -8.3% | -3.5% |
| 30D | -21.7% | -3.0% | -18.7% | -21.1% |
| 3M | -34.2% | -25.6% | -8.5% | -27.7% |
| 6M | -10.5% | +0.5% | -11.0% | -12.2% |
| YTD | -40.7% | -23.1% | -17.7% | -37.6% |
| 1Y | -52.1% | -7.5% | -44.5% | -53.0% |
| 3Y | +68.9% | +15.3% | +53.5% | +44.5% |
| 5Y | -78.9% | -34.8% | -44.1% | -77.9% |
| All | +365.1% | -48.5% | +413.6% | +397.2% |
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