+9.9%
SM vs ALK
-35.2%
+45.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -3.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +26.3% | -19.2% | +45.5% | +39.0% |
| 3M | +8.7% | -1.5% | +10.2% | +3.4% |
| 6M | +51.7% | -13.1% | +64.7% | +44.6% |
| YTD | +99.0% | -16.4% | +115.5% | +89.6% |
| 1Y | +34.6% | -33.1% | +67.7% | +44.4% |
| 3Y | -7.8% | +0.6% | -8.4% | -32.6% |
| 5Y | +104.8% | -26.4% | +131.2% | +73.6% |
| All | +9.9% | -35.2% | +45.1% | -21.3% |
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