+4.2%
SM vs ALK
-31.3%
+35.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.1% |
| 7D | +9.4% | -1.2% | +10.6% | +9.4% |
| 30D | -14.4% | +7.7% | -22.1% | -15.8% |
| 3M | +1.6% | -19.0% | +20.5% | +4.2% |
| 6M | +6.3% | -0.2% | +6.6% | +1.5% |
| YTD | +78.8% | -23.5% | +102.3% | +78.7% |
| 1Y | +83.1% | -9.1% | +92.3% | +70.5% |
| 3Y | -5.9% | +12.0% | -17.9% | -22.9% |
| All | +4.2% | -31.3% | +35.5% | +0.1% |
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