+265.7%
SU vs ALK
-37.3%
+303.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.5% |
| 30D | +9.6% | -17.1% | +26.8% | +15.0% |
| 3M | +11.7% | -3.8% | +15.5% | +10.8% |
| 6M | +21.9% | -5.3% | +27.2% | +18.2% |
| YTD | +58.6% | -20.3% | +78.9% | +60.6% |
| 1Y | +66.5% | -36.0% | +102.5% | +79.6% |
| 3Y | +121.4% | +0.8% | +120.7% | +87.4% |
| 5Y | +355.7% | -28.5% | +384.2% | +322.7% |
| All | +265.7% | -37.3% | +303.0% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling