+6.5%
SO vs ALK
-4.9%
+11.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +1.4% |
| 7D | -1.1% | +8.9% | -10.0% | -1.0% |
| 30D | +8.6% | +5.9% | +2.6% | +8.5% |
| 3M | +1.8% | -16.5% | +18.3% | +1.0% |
| 6M | +3.6% | +2.1% | +1.5% | +3.8% |
| YTD | +9.9% | -17.1% | +27.0% | +7.4% |
| All | +6.5% | -4.9% | +11.4% | +3.7% |
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