+3,535.1%
SITM vs ALK
-40.6%
+3,575.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.9% |
| 7D | +17.2% | +2.6% | +14.6% | +16.1% |
| 30D | -17.1% | +7.8% | -24.9% | -21.1% |
| 3M | -29.2% | -15.2% | -13.9% | -24.0% |
| 6M | -47.6% | +5.0% | -52.6% | -50.5% |
| YTD | +33.8% | -18.4% | +52.2% | +40.8% |
| 1Y | +54.1% | -2.4% | +56.5% | +48.3% |
| 3Y | +337.6% | +19.8% | +317.8% | +266.5% |
| 5Y | +89.7% | -27.8% | +117.5% | +100.9% |
| All | +3,535.1% | -40.6% | +3,575.6% | +3,920.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling