+38.2%
SITM vs ALK
-5.3%
+43.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -0.1% | +12.9% | -13.0% | -5.0% |
| 30D | -27.4% | +5.5% | -33.0% | -29.0% |
| 3M | -35.6% | -12.1% | -23.5% | -31.8% |
| 6M | -46.6% | +1.7% | -48.4% | -48.6% |
| YTD | +25.8% | -17.4% | +43.3% | +25.6% |
| 1Y | +38.2% | -1.9% | +40.2% | +14.5% |
| All | +38.2% | -5.3% | +43.5% | +14.5% |
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 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