+43.0%
SN vs ALK
-33.1%
+76.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.7% |
| 7D | -9.3% | -0.7% | -8.7% | -9.1% |
| 30D | -4.8% | -19.2% | +14.4% | +3.4% |
| 3M | +40.4% | -1.5% | +41.9% | +39.4% |
| 6M | +50.9% | -13.1% | +64.0% | +50.8% |
| YTD | +54.9% | -16.4% | +71.4% | +55.0% |
| 1Y | +43.0% | -33.1% | +76.1% | +38.8% |
| All | +43.0% | -33.1% | +76.1% | +38.8% |
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