+106.1%
SM vs ALK
-25.3%
+131.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +26.3% | -19.2% | +45.5% | +31.0% |
| 3M | +8.7% | -1.5% | +10.2% | +6.3% |
| 6M | +51.7% | -13.1% | +64.7% | +50.4% |
| YTD | +99.0% | -16.4% | +115.5% | +97.4% |
| 1Y | +34.6% | -33.1% | +67.7% | +44.4% |
| 3Y | -7.8% | +0.6% | -8.4% | -19.2% |
| All | +106.1% | -25.3% | +131.4% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling