+9.3%
SM vs ALK
-41.7%
+51.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -25.9% | +9.0% | -34.9% | -29.9% |
| 30D | -15.1% | -1.6% | -13.5% | -16.2% |
| 3M | +4.9% | -23.2% | +28.0% | +15.1% |
| 6M | +6.1% | -3.9% | +10.0% | -2.5% |
| YTD | +63.4% | -22.6% | +86.0% | +57.4% |
| 1Y | +72.5% | -5.3% | +77.8% | +44.6% |
| 3Y | -16.9% | +18.6% | -35.5% | -47.7% |
| 5Y | -10.6% | -34.4% | +23.7% | -20.6% |
| All | +9.3% | -41.7% | +51.0% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling