+259.6%
SAN vs ALLY
+201.0%
+58.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.7% |
| 7D | +8.7% | -0.2% | +8.9% | +8.9% |
| 30D | -6.5% | +3.4% | -9.9% | -8.0% |
| 3M | -14.2% | -11.1% | -3.1% | -9.3% |
| 6M | +2.7% | -11.5% | +14.2% | +8.8% |
| YTD | +8.9% | -12.3% | +21.2% | +15.6% |
| 1Y | +23.4% | +1.1% | +22.3% | +22.3% |
| 3Y | +257.9% | +64.8% | +193.1% | +161.6% |
| 5Y | +297.8% | -6.9% | +304.6% | +272.4% |
| 10Y | +259.6% | +194.9% | +64.6% | +92.6% |
| All | +259.6% | +201.0% | +58.6% | +92.6% |
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