-85.6%
SMR vs ALK
-1.1%
-84.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.8% | -13.2% | -10.0% |
| 7D | -9.5% | +12.4% | -21.9% | -17.1% |
| 30D | -33.2% | +2.1% | -35.3% | -34.4% |
| 3M | -45.9% | -23.9% | -22.1% | -35.3% |
| 6M | -57.9% | +8.2% | -66.1% | -62.1% |
| YTD | -63.8% | -20.5% | -43.3% | -58.2% |
| 1Y | -85.6% | -1.0% | -84.6% | -87.4% |
| All | -85.6% | -1.1% | -84.5% | -87.4% |
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