+94.3%
ALLY vs SBAC
+135.9%
-41.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -0.7% | +3.6% | -4.3% | -1.7% |
| 30D | +1.1% | +4.9% | -3.8% | -0.4% |
| 3M | -13.2% | +6.5% | -19.6% | -15.1% |
| 6M | -13.5% | -11.1% | -2.3% | -11.0% |
| YTD | -14.3% | +0.9% | -15.2% | -16.5% |
| 1Y | -1.1% | -1.6% | +0.4% | -2.9% |
| 3Y | +62.0% | -7.0% | +69.0% | +57.8% |
| 5Y | -9.6% | -39.2% | +29.6% | +1.2% |
| 10Y | +176.0% | +111.4% | +64.6% | +100.0% |
| All | +94.3% | +135.9% | -41.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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