+260.2%
SAN vs ALLY
+182.8%
+77.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | +10.8% | -0.7% | +11.4% | +11.2% |
| 30D | -5.7% | +1.1% | -6.9% | -6.2% |
| 3M | -13.4% | -13.2% | -0.3% | -7.4% |
| 6M | +3.5% | -13.5% | +17.0% | +10.8% |
| YTD | +9.7% | -14.3% | +24.0% | +17.7% |
| 1Y | +20.9% | -1.1% | +22.0% | +21.1% |
| 3Y | +254.3% | +62.0% | +192.3% | +160.8% |
| 5Y | +304.2% | -9.6% | +313.9% | +284.1% |
| 10Y | +260.2% | +176.0% | +84.3% | +94.4% |
| All | +260.2% | +182.8% | +77.4% | +94.4% |
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