+106.9%
SPOK vs SPY
+845.7%
-738.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -1.2% | -0.6% | -0.6% | -0.8% |
| 30D | +10.5% | -3.7% | +14.2% | +13.3% |
| 3M | +7.8% | -2.7% | +10.5% | +9.6% |
| 6M | +15.4% | +2.2% | +13.2% | +13.0% |
| YTD | -2.1% | +10.8% | -13.0% | -10.0% |
| 1Y | -2.1% | +11.2% | -13.3% | -10.2% |
| 3Y | -4.9% | +76.5% | -81.4% | -38.6% |
| 5Y | +86.8% | +72.9% | +13.8% | +19.5% |
| 10Y | +39.0% | +304.8% | -265.8% | -55.7% |
| All | +106.9% | +845.7% | -738.8% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling