+181.6%
ALLY vs SNY
+64.5%
+117.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -3.8% | -3.3% | -0.5% | -2.6% |
| 30D | -4.9% | -2.2% | -2.8% | -4.2% |
| 3M | -2.6% | -3.0% | +0.4% | -1.8% |
| 6M | +15.7% | +2.7% | +13.0% | +14.4% |
| YTD | -5.2% | -6.8% | +1.7% | -3.1% |
| 1Y | +2.8% | -5.3% | +8.1% | +4.1% |
| 3Y | +63.4% | -9.8% | +73.2% | +63.2% |
| 5Y | -2.6% | +9.7% | -12.3% | -13.8% |
| All | +181.6% | +64.5% | +117.1% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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