+86.9%
SPOK vs SPY
+868.8%
-782.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | +0.9% | +2.0% | -1.1% | -0.9% |
| 6M | -4.8% | +13.0% | -17.8% | -13.4% |
| YTD | -11.6% | +13.5% | -25.2% | -19.9% |
| 1Y | -34.1% | +20.0% | -54.0% | -42.6% |
| 3Y | -2.6% | +77.2% | -79.8% | -37.1% |
| 5Y | +68.4% | +81.9% | -13.5% | +3.7% |
| 10Y | +32.2% | +314.1% | -281.9% | -58.4% |
| All | +86.9% | +868.8% | -782.0% | -71.3% |
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