+432.7%
SN vs ALK
-18.8%
+451.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -0.9% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | +16.6% | +3.3% | +13.3% | +14.5% |
| 3M | +18.3% | -17.6% | +35.8% | +27.8% |
| 6M | +103.1% | +0.8% | +102.2% | +97.1% |
| YTD | +96.7% | -22.4% | +119.1% | +110.0% |
| 1Y | +134.3% | -10.1% | +144.4% | +132.7% |
| 3Y | +425.2% | +14.0% | +411.2% | +353.8% |
| All | +432.7% | -18.8% | +451.5% | +498.3% |
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 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