-2.3%
SPOK vs SPY
+75.1%
-77.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -1.9% | -2.7% | +0.8% | -0.8% |
| 30D | +6.4% | -5.4% | +11.8% | +8.9% |
| 3M | +7.1% | -4.1% | +11.2% | +8.9% |
| 6M | +17.3% | +0.7% | +16.6% | +16.4% |
| YTD | -2.9% | +8.7% | -11.6% | -7.5% |
| 1Y | -1.4% | +10.9% | -12.2% | -7.1% |
| 3Y | -2.3% | +75.0% | -77.2% | -37.5% |
| All | -2.3% | +75.1% | -77.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling