+439.5%
SN vs ALK
-19.0%
+458.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | +7.2% | +9.0% | -1.9% | +2.9% |
| 30D | +20.4% | -1.6% | +22.0% | +20.8% |
| 3M | +23.9% | -23.2% | +47.1% | +38.1% |
| 6M | +93.0% | -3.9% | +96.9% | +91.7% |
| YTD | +99.2% | -22.6% | +121.8% | +113.1% |
| 1Y | +142.6% | -5.3% | +147.9% | +135.1% |
| 3Y | +398.8% | +18.6% | +380.2% | +320.3% |
| All | +439.5% | -19.0% | +458.5% | +507.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling