+513.6%
SPYG vs ALK
+625.5%
-111.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.6% | +9.0% | -12.7% | -5.6% |
| 30D | -11.2% | -1.6% | -9.5% | -11.1% |
| 3M | -8.1% | -23.2% | +15.1% | -3.2% |
| 6M | -3.3% | -3.9% | +0.6% | -3.8% |
| YTD | +5.5% | -22.6% | +28.1% | +9.0% |
| 1Y | +7.0% | -5.3% | +12.3% | +5.3% |
| 3Y | +89.5% | +18.6% | +70.9% | +71.4% |
| 5Y | +63.3% | -34.4% | +97.7% | +65.6% |
| 10Y | +395.1% | -40.8% | +435.9% | +369.1% |
| All | +513.6% | +625.5% | -111.9% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling