+188.5%
ALLY vs SFM
+326.6%
-138.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | 0.0% |
| 7D | +3.7% | -0.1% | +3.7% | +3.7% |
| 30D | -2.3% | -4.4% | +2.1% | -1.8% |
| 3M | +3.8% | +1.5% | +2.3% | +3.2% |
| 6M | +9.7% | +6.5% | +3.2% | +7.8% |
| YTD | -1.4% | +2.2% | -3.6% | -2.7% |
| 1Y | +8.2% | -41.9% | +50.1% | +14.7% |
| 3Y | +66.5% | +106.8% | -40.3% | +48.4% |
| 5Y | +1.2% | +231.6% | -230.4% | -15.5% |
| All | +188.5% | +326.6% | -138.1% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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