+257.9%
SPOT vs ALK
+13.2%
+244.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.5% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +16.9% | +7.7% | +9.2% | +15.9% |
| 3M | +23.0% | -19.0% | +41.9% | +24.9% |
| 6M | +42.2% | -0.2% | +42.4% | +40.4% |
| YTD | +5.5% | -23.5% | +29.0% | +6.5% |
| 1Y | -5.1% | -9.1% | +4.0% | -6.7% |
| 3Y | +257.9% | +12.0% | +245.9% | +286.2% |
| All | +257.9% | +13.2% | +244.7% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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