+195.7%
SO vs ALK
-40.7%
+236.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.1% | +12.9% | -13.0% | -1.5% |
| 30D | +8.7% | +5.5% | +3.1% | +7.8% |
| 3M | +3.4% | -12.1% | +15.5% | +4.6% |
| 6M | +3.7% | +1.7% | +2.0% | +2.6% |
| YTD | +10.0% | -17.4% | +27.5% | +10.7% |
| 1Y | +6.6% | -1.9% | +8.5% | +4.7% |
| 3Y | +52.5% | +21.2% | +31.2% | +39.4% |
| 5Y | +76.1% | -27.8% | +103.9% | +71.7% |
| All | +195.7% | -40.7% | +236.4% | +158.0% |
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