SPDR Portfolio TIPS ETF (SPIP)

25.28 -0.04 (-0.16%) USD  |  NYSEARCA  |  Dec 23, 16:00
25.28 0.00 (0.00%) After-Hours: 18:43
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SPIP Alpha (Since Inception)

Alpha (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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PIMCO Broad US TIPS Index Exchange-Traded Fund Upgrade
Schwab US TIPS ETF Upgrade
iShares TIPS Bond ETF Upgrade
Goldman Sachs Access Inflation Protected USD Bond Upgrade
DFA Dimensional Inflation-Protected Securities ETF Upgrade

Alpha (Since Inception) Related Metrics

Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade