+115.9%
SPG vs ALK
-41.4%
+157.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +2.7% | +2.6% | +0.2% | +1.4% |
| 30D | +16.6% | +7.8% | +8.7% | +11.8% |
| 3M | +8.1% | -15.2% | +23.3% | +15.2% |
| 6M | +19.3% | +5.0% | +14.3% | +12.1% |
| YTD | +31.1% | -18.4% | +49.5% | +34.5% |
| 1Y | +32.8% | -2.4% | +35.2% | +23.2% |
| 3Y | +135.8% | +19.8% | +116.0% | +69.3% |
| 5Y | +85.1% | -27.8% | +112.9% | +71.7% |
| 10Y | +115.9% | -42.0% | +157.9% | +63.3% |
| All | +115.9% | -41.4% | +157.3% | +63.3% |
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