+138.6%
SITM vs ALK
-36.6%
+175.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +3.7% | -3.0% | +6.7% | +5.0% |
| 30D | -14.5% | -14.6% | +0.1% | -9.0% |
| 3M | -10.6% | -10.6% | 0.0% | -7.9% |
| 6M | +65.5% | -6.7% | +72.2% | +62.8% |
| YTD | +67.0% | -19.8% | +86.8% | +70.2% |
| 1Y | +138.6% | -35.2% | +173.8% | +115.0% |
| All | +138.6% | -36.6% | +175.2% | +115.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling