+139.0%
SN vs ALK
-5.3%
+144.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +7.6% | +12.9% | -5.4% | +2.3% |
| 30D | +22.4% | +5.5% | +16.9% | +19.4% |
| 3M | +21.7% | -12.1% | +33.8% | +27.4% |
| 6M | +102.8% | +1.7% | +101.1% | +95.9% |
| YTD | +102.4% | -17.4% | +119.8% | +101.1% |
| 1Y | +139.0% | -1.9% | +140.9% | +112.1% |
| All | +139.0% | -5.3% | +144.2% | +112.1% |
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