+352.2%
SAN vs ALLY
+191.1%
+161.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +1.8% | +3.7% | -1.9% | 0.0% |
| 30D | +2.0% | -2.3% | +4.2% | +3.1% |
| 3M | +19.7% | +3.8% | +15.9% | +17.5% |
| 6M | +30.6% | +9.7% | +20.9% | +24.8% |
| YTD | +28.8% | -1.4% | +30.3% | +29.3% |
| 1Y | +57.8% | +8.2% | +49.5% | +50.3% |
| 3Y | +338.1% | +66.5% | +271.7% | +218.5% |
| 5Y | +384.2% | +1.2% | +383.0% | +335.9% |
| All | +352.2% | +191.1% | +161.0% | +140.5% |
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