+101.7%
SMR vs ALK
+13.2%
+88.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.5% |
| 7D | -8.3% | -1.2% | -7.1% | -7.4% |
| 30D | -20.1% | +7.7% | -27.8% | -23.9% |
| 3M | -52.7% | -19.0% | -33.7% | -46.8% |
| 6M | -61.0% | -0.2% | -60.8% | -61.8% |
| YTD | -67.1% | -23.5% | -43.6% | -62.3% |
| 1Y | -79.9% | -9.1% | -70.8% | -79.0% |
| 3Y | +101.7% | +12.0% | +89.7% | +79.3% |
| All | +101.7% | +13.2% | +88.6% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling