+5,756.7%
SPG vs ALK
+1,067.1%
+4,689.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | +0.2% |
| 7D | +5.0% | +7.1% | -2.0% | +2.6% |
| 30D | +12.3% | -3.0% | +15.3% | +13.0% |
| 3M | +1.9% | -25.6% | +27.5% | +11.1% |
| 6M | +14.4% | +0.5% | +13.9% | +11.7% |
| YTD | +26.5% | -23.1% | +49.6% | +31.9% |
| 1Y | +30.7% | -7.5% | +38.2% | +27.7% |
| 3Y | +122.6% | +15.3% | +107.3% | +90.5% |
| 5Y | +73.3% | -34.8% | +108.1% | +76.2% |
| 10Y | +111.1% | -41.2% | +152.3% | +114.0% |
| All | +5,756.7% | +1,067.1% | +4,689.7% | +2,522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling