+1,289.1%
SM vs ALK
+984.4%
+304.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.8% |
| 7D | -25.1% | +7.1% | -32.2% | -26.8% |
| 30D | -15.6% | -3.0% | -12.6% | -15.8% |
| 3M | +2.7% | -25.6% | +28.4% | +8.4% |
| 6M | -3.8% | +0.5% | -4.3% | -8.3% |
| YTD | +61.8% | -23.1% | +84.9% | +60.6% |
| 1Y | +71.4% | -7.5% | +78.9% | +61.2% |
| 3Y | -20.7% | +15.3% | -36.0% | -31.3% |
| 5Y | -11.5% | -34.8% | +23.3% | -12.6% |
| 10Y | +10.2% | -41.2% | +51.4% | +10.8% |
| All | +1,289.1% | +984.4% | +304.7% | +837.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling