+422.1%
SPYG vs ALK
-39.2%
+461.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +0.3% | -3.0% | +3.3% | +1.0% |
| 30D | -1.7% | -14.6% | +12.9% | +1.7% |
| 3M | +3.6% | -10.6% | +14.2% | +5.6% |
| 6M | +16.6% | -6.7% | +23.3% | +16.6% |
| YTD | +13.4% | -19.8% | +33.1% | +16.6% |
| 1Y | +19.6% | -35.2% | +54.8% | +28.5% |
| 3Y | +99.8% | +1.4% | +98.4% | +86.2% |
| 5Y | +85.0% | -30.7% | +115.6% | +84.6% |
| 10Y | +422.1% | -37.4% | +459.5% | +381.0% |
| All | +422.1% | -39.2% | +461.3% | +381.0% |
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