+194.9%
ALLY vs SFM
+146.8%
+48.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | -0.2% | -10.2% | +10.0% | +1.0% |
| 30D | +3.4% | -23.9% | +27.3% | +6.2% |
| 3M | -11.1% | -42.3% | +31.2% | -5.7% |
| 6M | -11.5% | -40.1% | +28.7% | -6.9% |
| YTD | -12.3% | -37.8% | +25.4% | -8.8% |
| 1Y | +1.1% | -37.1% | +38.2% | +5.0% |
| 3Y | +64.8% | +21.5% | +43.3% | +55.5% |
| 5Y | -6.9% | +103.8% | -110.6% | -18.1% |
| 10Y | +194.9% | +142.0% | +53.0% | +155.0% |
| All | +194.9% | +146.8% | +48.2% | +155.0% |
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