+123.4%
ALLY vs SUI
+308.7%
-185.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +3.7% | -2.8% | +6.5% | +5.1% |
| 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% | +15.0% |
| YTD | -1.4% | -1.8% | +0.4% | -1.3% |
| 1Y | +8.2% | -4.1% | +12.3% | +9.3% |
| 3Y | +66.5% | +11.3% | +55.2% | +52.1% |
| 5Y | +1.2% | -32.1% | +33.3% | +16.5% |
| 10Y | +191.4% | +110.4% | +81.0% | +150.0% |
| All | +123.4% | +308.7% | -185.2% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling