+267.7%
SAN vs ALLY
+174.3%
+93.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.3% |
| 7D | +4.0% | +0.4% | +3.6% | +3.8% |
| 30D | -7.8% | +5.2% | -13.1% | -10.0% |
| 3M | -16.4% | -13.3% | -3.1% | -10.5% |
| 6M | +3.5% | -6.7% | +10.2% | +6.9% |
| YTD | +6.7% | -12.8% | +19.5% | +13.5% |
| 1Y | +14.5% | +0.7% | +13.8% | +13.7% |
| 3Y | +243.5% | +65.2% | +178.3% | +150.3% |
| 5Y | +296.2% | -10.1% | +306.3% | +278.1% |
| All | +267.7% | +174.3% | +93.4% | +95.7% |
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