+350.4%
SU vs ALK
-28.1%
+378.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +1.6% | -3.0% | +4.5% | +1.8% |
| 30D | +10.7% | -14.6% | +25.3% | +12.1% |
| 3M | +13.5% | -10.6% | +24.1% | +13.8% |
| 6M | +21.8% | -6.7% | +28.5% | +20.7% |
| YTD | +58.8% | -19.8% | +78.6% | +60.3% |
| 1Y | +72.0% | -35.2% | +107.2% | +79.8% |
| 3Y | +121.7% | +1.4% | +120.3% | +104.1% |
| 5Y | +350.4% | -30.7% | +381.1% | +343.6% |
| All | +350.4% | -28.1% | +378.5% | +343.6% |
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