+460.3%
SPMO vs ALK
-44.6%
+505.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -8.7% | +9.0% | -17.7% | -10.4% |
| 30D | -18.7% | -1.6% | -17.0% | -18.6% |
| 3M | -16.4% | -23.2% | +6.8% | -12.4% |
| 6M | -11.9% | -3.9% | -8.0% | -12.1% |
| YTD | +4.9% | -22.6% | +27.5% | +8.1% |
| 1Y | +6.2% | -5.3% | +11.5% | +5.0% |
| 3Y | +115.1% | +18.6% | +96.5% | +97.5% |
| 5Y | +102.2% | -34.4% | +136.6% | +103.9% |
| 10Y | +422.3% | -40.8% | +463.1% | +388.9% |
| All | +460.3% | -44.6% | +505.0% | +426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling