+526.3%
SPMO vs ALK
-39.2%
+565.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.3% |
| 30D | +1.1% | -14.6% | +15.7% | +4.3% |
| 3M | +2.0% | -10.6% | +12.6% | +3.9% |
| 6M | +26.5% | -6.7% | +33.2% | +26.8% |
| YTD | +26.5% | -19.8% | +46.3% | +30.0% |
| 1Y | +27.9% | -35.2% | +63.1% | +36.7% |
| 3Y | +160.4% | +1.4% | +159.0% | +146.0% |
| 5Y | +151.5% | -30.7% | +182.1% | +151.3% |
| 10Y | +526.3% | -37.4% | +563.7% | +489.1% |
| All | +526.3% | -39.2% | +565.6% | +489.1% |
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