+420.2%
SITM vs ALK
+4.2%
+416.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +5.8% |
| 7D | +9.7% | -0.7% | +10.4% | +10.1% |
| 30D | +12.7% | -19.2% | +31.9% | +25.0% |
| 3M | -13.4% | -1.5% | -11.9% | -14.6% |
| 6M | +59.6% | -13.1% | +72.7% | +66.2% |
| YTD | +73.3% | -16.4% | +89.7% | +81.0% |
| 1Y | +165.5% | -33.1% | +198.6% | +210.9% |
| All | +420.2% | +4.2% | +416.0% | +370.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling