+110.9%
SPG vs ALK
-41.7%
+152.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +4.9% | +9.0% | -4.1% | +0.5% |
| 30D | +15.6% | -1.6% | +17.2% | +15.8% |
| 3M | +4.1% | -23.2% | +27.3% | +16.1% |
| 6M | +13.6% | -3.9% | +17.4% | +11.3% |
| YTD | +27.5% | -22.6% | +50.1% | +34.2% |
| 1Y | +32.2% | -5.3% | +37.6% | +24.4% |
| 3Y | +126.0% | +18.6% | +107.4% | +62.2% |
| 5Y | +74.7% | -34.4% | +109.1% | +71.0% |
| All | +110.9% | -41.7% | +152.6% | +57.0% |
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