+3.0%
ALLY vs SFM
+230.0%
-227.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.1% |
| 7D | +3.7% | -0.1% | +3.7% | +3.7% |
| 30D | -2.3% | -4.4% | +2.1% | -1.7% |
| 3M | +3.8% | +1.5% | +2.3% | +3.0% |
| 6M | +9.7% | +6.5% | +3.2% | +7.3% |
| YTD | -1.4% | +2.2% | -3.6% | -3.1% |
| 1Y | +8.2% | -41.9% | +50.1% | +17.5% |
| 3Y | +66.5% | +106.8% | -40.3% | +38.5% |
| All | +3.0% | +230.0% | -227.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling