-33.1%
SITM vs ALK
-3.9%
-29.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.6% | +16.8% | +17.3% |
| 7D | -6.7% | +9.0% | -15.8% | -8.7% |
| 30D | -37.3% | -1.6% | -35.7% | -36.2% |
| 3M | -39.4% | -23.2% | -16.2% | -35.0% |
| 6M | -33.1% | -3.9% | -29.2% | -31.9% |
| All | -33.1% | -3.9% | -29.2% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling