-67.1%
SMR vs ALK
-35.5%
-31.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.1% | +18.4% | +17.2% |
| 7D | +21.4% | +0.1% | +21.3% | +20.8% |
| 30D | +13.8% | -18.5% | +32.3% | +29.7% |
| 3M | +3.9% | -3.6% | +7.5% | +4.7% |
| 6M | -4.2% | -3.7% | -0.5% | -4.3% |
| YTD | -21.1% | -19.0% | -2.1% | -10.4% |
| 1Y | -67.1% | -36.0% | -31.0% | -61.9% |
| All | -67.1% | -35.5% | -31.6% | -61.9% |
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