+331.8%
SPGI vs ALK
-41.7%
+373.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.3% | +9.0% | -8.8% | -1.5% |
| 30D | +18.4% | -1.6% | +20.0% | +18.5% |
| 3M | +15.7% | -23.2% | +38.9% | +21.5% |
| 6M | +17.3% | -3.9% | +21.1% | +16.4% |
| YTD | -4.7% | -22.6% | +17.9% | -2.4% |
| 1Y | +1.8% | -5.3% | +7.1% | -0.6% |
| 3Y | +31.7% | +18.6% | +13.1% | +16.0% |
| 5Y | +12.1% | -34.4% | +46.5% | +11.4% |
| All | +331.8% | -41.7% | +373.6% | +287.3% |
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