+192.9%
SO vs ALK
-45.1%
+238.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -0.9% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +4.9% | +3.3% | +1.7% | +4.4% |
| 3M | +0.8% | -17.6% | +18.3% | +2.6% |
| 6M | +0.6% | +0.8% | -0.3% | -0.4% |
| YTD | +8.7% | -22.4% | +31.0% | +10.0% |
| 1Y | +4.0% | -10.1% | +14.0% | +3.1% |
| 3Y | +50.6% | +14.0% | +36.6% | +38.5% |
| 5Y | +77.5% | -29.8% | +107.3% | +73.2% |
| All | +192.9% | -45.1% | +238.0% | +156.2% |
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