+9.5%
SPGI vs ALK
-25.3%
+34.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +8.4% | -19.2% | +27.6% | +12.1% |
| 3M | +11.8% | -1.5% | +13.4% | +11.2% |
| 6M | +5.7% | -13.1% | +18.8% | +6.7% |
| YTD | -9.7% | -16.4% | +6.7% | -8.7% |
| 1Y | -12.5% | -33.1% | +20.6% | -7.7% |
| 3Y | +21.8% | +0.6% | +21.2% | +12.2% |
| All | +9.5% | -25.3% | +34.7% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling