+6,337.0%
SO vs ALK
+765.2%
+5,571.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.5% |
| 7D | +0.4% | +7.1% | -6.7% | -0.3% |
| 30D | +9.2% | -3.0% | +12.2% | +9.4% |
| 3M | +1.1% | -25.6% | +26.7% | +3.5% |
| 6M | -1.1% | +0.5% | -1.5% | -1.7% |
| YTD | +9.7% | -23.1% | +32.7% | +10.9% |
| 1Y | +5.5% | -7.5% | +13.0% | +4.7% |
| 3Y | +47.0% | +15.3% | +31.7% | +40.2% |
| 5Y | +77.6% | -34.8% | +112.4% | +76.5% |
| 10Y | +181.0% | -41.2% | +222.2% | +169.6% |
| All | +6,337.0% | +765.2% | +5,571.8% | +4,338.4% |
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