+265.3%
SAN vs ALLY
+172.1%
+93.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +1.0% | -2.1% | +3.1% | +2.1% |
| 30D | -9.4% | +2.0% | -11.4% | -10.2% |
| 3M | -17.1% | -13.3% | -3.8% | -11.3% |
| 6M | +2.2% | -9.9% | +12.0% | +7.3% |
| YTD | +6.0% | -13.5% | +19.5% | +13.2% |
| 1Y | +12.7% | -2.8% | +15.5% | +13.8% |
| 3Y | +242.1% | +63.4% | +178.7% | +150.7% |
| 5Y | +293.6% | -10.9% | +304.5% | +277.1% |
| All | +265.3% | +172.1% | +93.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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