+3,319.5%
SITM vs ALK
-44.3%
+3,363.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.1% | -4.8% |
| 7D | +6.6% | -1.2% | +7.8% | +7.3% |
| 30D | -15.3% | +7.7% | -23.0% | -19.6% |
| 3M | -35.4% | -19.0% | -16.4% | -29.2% |
| 6M | -46.8% | -0.2% | -46.6% | -48.5% |
| YTD | +25.9% | -23.5% | +49.4% | +36.5% |
| 1Y | +54.0% | -9.1% | +63.1% | +53.4% |
| 3Y | +315.6% | +12.0% | +303.6% | +259.4% |
| 5Y | +74.4% | -30.9% | +105.3% | +89.2% |
| All | +3,319.5% | -44.3% | +3,363.8% | +3,799.9% |
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 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