-19.6%
SIRI vs ALK
+992.0%
-1,011.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -3.0% |
| 7D | +1.6% | -0.7% | +2.2% | +1.8% |
| 30D | -4.7% | -19.2% | +14.5% | +0.7% |
| 3M | +5.3% | -1.5% | +6.8% | +4.6% |
| 6M | +30.5% | -13.1% | +43.6% | +32.3% |
| YTD | +49.6% | -16.4% | +66.1% | +51.9% |
| 1Y | +28.5% | -33.1% | +61.6% | +37.8% |
| 3Y | -27.5% | +0.6% | -28.1% | -33.1% |
| 5Y | -44.7% | -26.4% | -18.3% | -45.7% |
| 10Y | -12.6% | -34.2% | +21.5% | -20.2% |
| All | -19.6% | +992.0% | -1,011.5% | -68.9% |
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