+31.2%
SPOK vs SPY
+307.0%
-275.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -2.3% |
| 30D | +8.7% | -2.0% | +10.6% | +9.8% |
| 3M | +9.2% | -2.8% | +12.0% | +10.8% |
| 6M | +13.0% | +2.1% | +10.9% | +11.1% |
| YTD | -3.7% | +11.5% | -15.2% | -10.5% |
| 1Y | -5.9% | +13.5% | -19.4% | -13.6% |
| 3Y | -5.2% | +77.7% | -82.9% | -34.9% |
| 5Y | +84.1% | +72.6% | +11.5% | +27.6% |
| All | +31.2% | +307.0% | -275.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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