+78.7%
SO vs ALK
-31.3%
+110.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +1.4% | -1.2% | +2.5% | +1.4% |
| 30D | +4.7% | +7.7% | -3.0% | +4.4% |
| 3M | +1.7% | -19.0% | +20.7% | +2.3% |
| 6M | +2.2% | -0.2% | +2.4% | +1.9% |
| YTD | +10.0% | -23.5% | +33.5% | +10.4% |
| 1Y | +6.0% | -9.1% | +15.2% | +5.4% |
| 3Y | +54.1% | +12.0% | +42.1% | +46.0% |
| All | +78.7% | -31.3% | +110.1% | +78.1% |
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