+103.0%
ALLY vs SUI
+319.0%
-216.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +1.4% |
| 7D | +2.4% | +10.0% | -7.7% | -2.2% |
| 30D | +5.6% | +8.4% | -2.8% | +1.4% |
| 3M | -11.7% | +0.7% | -12.4% | -12.3% |
| 6M | -7.0% | -0.9% | -6.1% | -7.4% |
| YTD | -10.4% | +0.6% | -11.1% | -11.6% |
| 1Y | +2.4% | +0.8% | +1.6% | +0.9% |
| 3Y | +59.2% | +15.5% | +43.8% | +42.7% |
| 5Y | -5.0% | -25.9% | +20.8% | +4.8% |
| 10Y | +204.5% | +119.5% | +84.9% | +156.9% |
| All | +103.0% | +319.0% | -216.0% | +53.6% |
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