+31.1%
SPOK vs SPY
+312.5%
-281.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -4.0% | -1.4% | -2.6% | -3.2% |
| 3M | +1.2% | +3.7% | -2.5% | -1.3% |
| 6M | -6.1% | +13.0% | -19.2% | -13.4% |
| YTD | -12.8% | +12.4% | -25.2% | -19.3% |
| 1Y | -32.8% | +18.5% | -51.3% | -39.8% |
| 3Y | -4.4% | +77.6% | -82.0% | -34.6% |
| 5Y | +72.3% | +81.7% | -9.3% | +14.2% |
| 10Y | +31.1% | +319.7% | -288.5% | -63.0% |
| All | +31.1% | +312.5% | -281.4% | -63.0% |
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