+191.9%
ALLY vs SUI
+110.1%
+81.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +3.7% | -2.8% | +6.5% | +5.2% |
| 30D | -2.3% | -1.2% | -1.1% | -1.8% |
| 3M | +3.8% | -1.7% | +5.6% | +4.2% |
| 6M | +9.7% | -10.5% | +20.2% | +15.6% |
| YTD | -1.4% | -1.8% | +0.4% | -1.4% |
| 1Y | +8.2% | -4.1% | +12.3% | +9.4% |
| 3Y | +66.5% | +11.3% | +55.2% | +50.1% |
| 5Y | +1.2% | -32.1% | +33.3% | +18.9% |
| All | +191.9% | +110.1% | +81.8% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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