+5,256.9%
SPG vs ALK
+1,167.8%
+4,089.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -6.8% | -19.2% | +12.4% | -0.5% |
| 3M | +2.7% | -1.5% | +4.2% | +1.9% |
| 6M | +5.5% | -13.1% | +18.5% | +7.3% |
| YTD | +15.7% | -16.4% | +32.1% | +18.2% |
| 1Y | +20.9% | -33.1% | +53.9% | +31.5% |
| 3Y | +112.4% | +0.6% | +111.8% | +91.1% |
| 5Y | +101.4% | -26.4% | +127.7% | +97.5% |
| 10Y | +60.6% | -34.2% | +94.8% | +58.0% |
| All | +5,256.9% | +1,167.8% | +4,089.1% | +2,248.2% |
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