+319.5%
SN vs ALK
-12.6%
+332.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.7% |
| 7D | -9.3% | -0.7% | -8.7% | -9.1% |
| 30D | -4.8% | -19.2% | +14.4% | +4.5% |
| 3M | +40.4% | -1.5% | +41.9% | +39.5% |
| 6M | +50.9% | -13.1% | +64.0% | +56.4% |
| YTD | +54.9% | -16.4% | +71.4% | +61.3% |
| 1Y | +43.0% | -33.1% | +76.1% | +64.3% |
| 3Y | +391.8% | +0.6% | +391.2% | +405.3% |
| All | +319.5% | -12.6% | +332.1% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling