+299.5%
SAN vs ALLY
-8.7%
+308.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | +3.4% | -2.8% | +6.2% | +4.6% |
| 30D | -6.3% | +1.9% | -8.2% | -6.9% |
| 3M | -14.1% | -12.1% | -2.0% | -9.7% |
| 6M | +4.2% | -9.0% | +13.2% | +8.0% |
| YTD | +9.0% | -12.9% | +22.0% | +14.8% |
| 1Y | +18.8% | -0.1% | +18.8% | +18.7% |
| 3Y | +252.0% | +64.6% | +187.4% | +174.9% |
| 5Y | +299.5% | -10.1% | +309.5% | +319.6% |
| All | +299.5% | -8.7% | +308.2% | +319.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling