-10.1%
SIRI vs ALK
-45.9%
+35.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | +21.1% | +7.7% | +13.4% | +18.5% |
| 3M | +14.7% | -19.0% | +33.7% | +20.4% |
| 6M | +22.9% | -0.2% | +23.1% | +20.8% |
| YTD | +65.7% | -23.5% | +89.2% | +71.2% |
| 1Y | +53.5% | -9.1% | +62.6% | +50.6% |
| 3Y | -23.0% | +12.0% | -35.0% | -32.4% |
| 5Y | -41.5% | -30.9% | -10.6% | -42.3% |
| All | -10.1% | -45.9% | +35.8% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling