+176.7%
ALLY vs SFM
+140.8%
+35.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.2% |
| 7D | -2.8% | -7.1% | +4.3% | -2.0% |
| 30D | +1.9% | -21.4% | +23.3% | +4.2% |
| 3M | -12.1% | -40.1% | +28.0% | -7.2% |
| 6M | -9.0% | -38.0% | +29.0% | -4.8% |
| YTD | -12.9% | -36.5% | +23.6% | -9.6% |
| 1Y | -0.1% | -35.2% | +35.1% | +3.3% |
| 3Y | +64.6% | +23.5% | +41.1% | +55.2% |
| 5Y | -10.1% | +109.7% | -119.8% | -21.0% |
| 10Y | +176.7% | +132.6% | +44.1% | +148.7% |
| All | +176.7% | +140.8% | +35.9% | +148.7% |
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