+72.5%
SM vs ALK
-6.6%
+79.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.3% |
| 7D | -25.9% | +9.0% | -34.9% | -21.8% |
| 30D | -15.1% | -1.6% | -13.5% | -14.3% |
| 3M | +4.9% | -23.2% | +28.0% | -4.3% |
| 6M | +6.1% | -3.9% | +10.0% | +8.3% |
| YTD | +63.4% | -22.6% | +86.0% | +67.6% |
| 1Y | +72.5% | -5.3% | +77.8% | +73.7% |
| All | +72.5% | -6.6% | +79.1% | +73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling