+31.9%
SOLS vs ALK
-12.4%
+44.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +7.1% | +2.7% | +7.9% |
| 7D | +8.0% | +8.9% | -0.9% | +5.5% |
| 30D | +3.7% | +5.9% | -2.2% | +2.1% |
| 3M | +4.6% | -16.5% | +21.1% | +10.5% |
| 6M | -18.5% | +2.1% | -20.6% | -19.5% |
| YTD | +31.4% | -17.1% | +48.5% | +31.9% |
| 1Y | +34.5% | -2.9% | +37.3% | +24.9% |
| All | +31.9% | -12.4% | +44.4% | +31.1% |
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