-9.8%
SIRI vs ALK
+965.7%
-975.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.6% | +2.6% | -5.2% | -3.4% |
| 30D | +22.2% | +7.8% | +14.4% | +19.5% |
| 3M | +14.1% | -15.2% | +29.3% | +18.5% |
| 6M | +22.5% | +5.0% | +17.5% | +18.9% |
| YTD | +67.9% | -18.4% | +86.3% | +70.7% |
| 1Y | +54.6% | -2.4% | +57.0% | +49.4% |
| 3Y | -21.3% | +19.8% | -41.1% | -31.1% |
| 5Y | -40.4% | -27.8% | -12.6% | -41.3% |
| 10Y | -6.2% | -42.0% | +35.7% | -11.7% |
| All | -9.8% | +965.7% | -975.5% | -65.0% |
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