+137.2%
SPG vs ALK
+21.9%
+115.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +0.7% |
| 7D | +5.1% | +8.9% | -3.8% | +3.3% |
| 30D | +16.8% | +5.9% | +10.9% | +15.3% |
| 3M | +5.7% | -16.5% | +22.2% | +8.7% |
| 6M | +17.8% | +2.1% | +15.7% | +15.8% |
| YTD | +30.1% | -17.1% | +47.2% | +31.8% |
| 1Y | +32.8% | -2.9% | +35.7% | +29.5% |
| 3Y | +137.2% | +24.5% | +112.7% | +118.5% |
| All | +137.2% | +21.9% | +115.3% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling