+338.6%
SPGI vs ALK
-45.1%
+383.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.4% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +14.3% | +3.3% | +11.0% | +13.3% |
| 3M | +14.5% | -17.6% | +32.1% | +18.5% |
| 6M | +17.3% | +0.8% | +16.5% | +15.2% |
| YTD | -4.6% | -22.4% | +17.8% | -2.3% |
| 1Y | +0.8% | -10.1% | +10.8% | -0.5% |
| 3Y | +28.8% | +14.0% | +14.8% | +14.4% |
| 5Y | +14.0% | -29.8% | +43.8% | +11.4% |
| All | +338.6% | -45.1% | +383.7% | +288.1% |
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