+447.8%
SN vs ALK
-20.0%
+467.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.5% |
| 7D | +1.5% | -1.2% | +2.7% | +2.0% |
| 30D | +21.5% | +7.7% | +13.8% | +17.1% |
| 3M | +20.0% | -19.0% | +39.0% | +30.6% |
| 6M | +119.9% | -0.2% | +120.1% | +114.3% |
| YTD | +102.3% | -23.5% | +125.8% | +117.3% |
| 1Y | +148.0% | -9.1% | +157.1% | +144.8% |
| 3Y | +450.0% | +12.0% | +438.0% | +379.0% |
| All | +447.8% | -20.0% | +467.8% | +519.2% |
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