-23.9%
SIRI vs ALK
+1.7%
-25.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | 0.0% |
| 7D | +4.3% | +0.1% | +4.1% | +4.3% |
| 30D | -2.8% | -18.5% | +15.6% | +1.1% |
| 3M | +5.9% | -3.6% | +9.5% | +5.7% |
| 6M | +31.9% | -3.7% | +35.6% | +30.5% |
| YTD | +48.7% | -19.0% | +67.7% | +51.2% |
| 1Y | +23.2% | -36.0% | +59.3% | +33.0% |
| 3Y | -23.9% | +2.3% | -26.2% | -26.6% |
| All | -23.9% | +1.7% | -25.5% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling