+11.2%
SPYG vs ALK
-1.1%
+12.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.5% | -0.1% |
| 7D | -2.8% | +12.4% | -15.2% | -4.7% |
| 30D | -6.2% | +2.1% | -8.2% | -6.5% |
| 3M | -3.6% | -23.9% | +20.3% | +0.9% |
| 6M | +4.8% | +8.2% | -3.5% | +2.3% |
| YTD | +11.0% | -20.5% | +31.5% | +11.9% |
| 1Y | +11.2% | -1.0% | +12.3% | +8.5% |
| All | +11.2% | -1.1% | +12.3% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling