-16.9%
SM vs ALK
+16.0%
-32.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -25.9% | +9.0% | -34.9% | -26.1% |
| 30D | -15.1% | -1.6% | -13.5% | -14.9% |
| 3M | +4.9% | -23.2% | +28.0% | +6.8% |
| 6M | +6.1% | -3.9% | +10.0% | +3.5% |
| YTD | +63.4% | -22.6% | +86.0% | +64.8% |
| 1Y | +72.5% | -5.3% | +77.8% | +60.3% |
| 3Y | -16.9% | +18.6% | -35.5% | -25.5% |
| All | -16.9% | +16.0% | -32.9% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling