+161.5%
SMR vs ALK
+21.9%
+139.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | 0.0% | +2.9% |
| 7D | +1.7% | +8.9% | -7.2% | -3.5% |
| 30D | -24.4% | +5.9% | -30.4% | -27.2% |
| 3M | -44.6% | -16.5% | -28.1% | -38.8% |
| 6M | -56.7% | +2.1% | -58.8% | -58.2% |
| YTD | -61.6% | -17.1% | -44.5% | -58.0% |
| 1Y | -82.1% | -2.9% | -79.2% | -82.0% |
| 3Y | +161.5% | +24.5% | +137.1% | +119.0% |
| All | +161.5% | +21.9% | +139.6% | +119.0% |
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