+53.5%
SIRI vs ALK
-10.2%
+63.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +21.1% | +7.7% | +13.4% | +20.2% |
| 3M | +14.7% | -19.0% | +33.7% | +16.1% |
| 6M | +22.9% | -0.2% | +23.1% | +22.2% |
| YTD | +65.7% | -23.5% | +89.2% | +60.2% |
| 1Y | +53.5% | -9.1% | +62.6% | +35.8% |
| All | +53.5% | -10.2% | +63.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling