+3,318.8%
SITM vs ALK
-39.8%
+3,358.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -0.1% | +12.9% | -13.0% | -6.1% |
| 30D | -27.4% | +5.5% | -33.0% | -30.1% |
| 3M | -35.6% | -12.1% | -23.5% | -32.1% |
| 6M | -46.6% | +1.7% | -48.4% | -48.9% |
| YTD | +25.8% | -17.4% | +43.3% | +31.7% |
| 1Y | +38.2% | -1.9% | +40.2% | +32.8% |
| 3Y | +311.5% | +21.2% | +290.3% | +242.8% |
| 5Y | +94.6% | -27.8% | +122.4% | +105.7% |
| All | +3,318.8% | -39.8% | +3,358.7% | +3,660.5% |
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