+134.3%
SN vs ALK
-7.4%
+141.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -1.1% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | +16.6% | +3.3% | +13.3% | +14.7% |
| 3M | +18.3% | -17.6% | +35.8% | +27.0% |
| 6M | +103.1% | +0.8% | +102.2% | +96.5% |
| YTD | +96.7% | -22.4% | +119.1% | +100.2% |
| 1Y | +134.3% | -10.1% | +144.4% | +117.5% |
| All | +134.3% | -7.4% | +141.7% | +117.5% |
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