+314.7%
SPYM vs ALK
-38.6%
+353.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.9% | -18.5% | +17.5% | +3.6% |
| 3M | +3.9% | -3.6% | +7.5% | +3.9% |
| 6M | +14.5% | -3.7% | +18.2% | +13.5% |
| YTD | +13.0% | -19.0% | +32.0% | +15.9% |
| 1Y | +19.4% | -36.0% | +55.5% | +28.8% |
| 3Y | +78.9% | +2.3% | +76.5% | +64.8% |
| 5Y | +82.3% | -27.8% | +110.1% | +79.2% |
| 10Y | +314.7% | -39.0% | +353.7% | +272.9% |
| All | +314.7% | -38.6% | +353.3% | +272.9% |
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