+5,976.4%
SO vs ALK
+839.9%
+5,136.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.9% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -4.6% | -19.2% | +14.7% | -2.9% |
| 3M | -3.0% | -1.5% | -1.5% | -3.2% |
| 6M | -8.3% | -13.1% | +4.8% | -7.8% |
| YTD | +3.5% | -16.4% | +19.9% | +4.1% |
| 1Y | -0.9% | -33.1% | +32.1% | +1.3% |
| 3Y | +45.4% | +0.6% | +44.7% | +40.5% |
| 5Y | +59.6% | -26.4% | +86.0% | +57.1% |
| 10Y | +156.6% | -34.2% | +190.8% | +144.2% |
| All | +5,976.4% | +839.9% | +5,136.5% | +4,066.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling