-9.0%
ALLY vs SFM
+116.0%
-124.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +0.4% | +6.0% | -5.7% | -0.4% |
| 30D | +5.2% | -19.5% | +24.7% | +7.7% |
| 3M | -13.3% | -37.0% | +23.7% | -8.2% |
| 6M | -6.7% | -41.0% | +34.4% | -0.6% |
| YTD | -12.8% | -34.6% | +21.8% | -9.3% |
| 1Y | +0.7% | -36.3% | +36.9% | +5.1% |
| 3Y | +65.2% | +24.5% | +40.7% | +47.3% |
| All | -9.0% | +116.0% | -124.9% | -28.9% |
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 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