+77.3%
SO vs ALK
-29.1%
+106.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +1.1% |
| 7D | -1.1% | +8.9% | -10.0% | -1.4% |
| 30D | +8.6% | +5.9% | +2.6% | +8.3% |
| 3M | +1.8% | -16.5% | +18.3% | +2.3% |
| 6M | +3.6% | +2.1% | +1.5% | +3.3% |
| YTD | +9.9% | -17.1% | +27.0% | +10.1% |
| 1Y | +5.7% | -2.9% | +8.6% | +4.9% |
| 3Y | +52.5% | +24.5% | +28.0% | +43.7% |
| 5Y | +77.3% | -29.1% | +106.4% | +79.0% |
| All | +77.3% | -29.1% | +106.4% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling