+47.9%
SO vs ALK
+16.0%
+31.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -1.5% | +9.0% | -10.5% | -1.5% |
| 30D | +8.1% | -1.6% | +9.7% | +8.0% |
| 3M | +0.2% | -23.2% | +23.4% | +0.2% |
| 6M | +0.4% | -3.9% | +4.3% | +0.4% |
| YTD | +8.5% | -22.6% | +31.1% | +8.4% |
| 1Y | +4.9% | -5.3% | +10.3% | +4.3% |
| 3Y | +47.9% | +18.6% | +29.3% | +41.8% |
| All | +47.9% | +16.0% | +31.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling