+27.9%
SPMO vs ALK
-36.6%
+64.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.1% |
| 3M | +2.0% | -10.6% | +12.6% | +3.8% |
| 6M | +26.5% | -6.7% | +33.2% | +25.7% |
| YTD | +26.5% | -19.8% | +46.3% | +28.1% |
| 1Y | +27.9% | -35.2% | +63.1% | +28.3% |
| All | +27.9% | -36.6% | +64.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling