+460.5%
SPMO vs ALK
-45.9%
+506.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +6.3% | -1.2% | +7.5% | +6.6% |
| 30D | -8.9% | +7.7% | -16.6% | -10.5% |
| 3M | -13.2% | -19.0% | +5.8% | -9.8% |
| 6M | -9.3% | -0.2% | -9.1% | -10.3% |
| YTD | +11.6% | -23.5% | +35.1% | +15.4% |
| 1Y | +13.4% | -9.1% | +22.5% | +12.9% |
| 3Y | +122.9% | +12.0% | +110.9% | +105.6% |
| 5Y | +113.9% | -30.9% | +144.8% | +113.6% |
| All | +460.5% | -45.9% | +506.4% | +435.7% |
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