+397.5%
SPYG vs ALK
-45.9%
+443.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | -6.5% | +7.7% | -14.1% | -8.3% |
| 3M | -6.8% | -19.0% | +12.1% | -2.8% |
| 6M | -3.1% | -0.2% | -2.9% | -4.5% |
| YTD | +8.0% | -23.5% | +31.5% | +11.8% |
| 1Y | +10.2% | -9.1% | +19.3% | +9.4% |
| 3Y | +91.0% | +12.0% | +79.0% | +73.0% |
| 5Y | +67.7% | -30.9% | +98.6% | +67.3% |
| All | +397.5% | -45.9% | +443.4% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling