+85.0%
SPYG vs ALK
-28.1%
+113.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | +0.3% | -3.0% | +3.3% | +1.0% |
| 30D | -1.7% | -14.6% | +12.9% | +2.0% |
| 3M | +3.6% | -10.6% | +14.2% | +5.7% |
| 6M | +16.6% | -6.7% | +23.3% | +16.5% |
| YTD | +13.4% | -19.8% | +33.1% | +16.9% |
| 1Y | +19.6% | -35.2% | +54.8% | +29.8% |
| 3Y | +99.8% | +1.4% | +98.4% | +81.1% |
| 5Y | +85.0% | -30.7% | +115.6% | +81.5% |
| All | +85.0% | -28.1% | +113.0% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling