+120.9%
SAN vs ALLY
+98.1%
+22.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.4% |
| 7D | +4.9% | +0.9% | +4.0% | +4.5% |
| 30D | -13.0% | +3.1% | -16.1% | -14.3% |
| 3M | -18.9% | -12.6% | -6.3% | -13.5% |
| 6M | -4.1% | -12.4% | +8.3% | +2.1% |
| YTD | +2.6% | -13.2% | +15.7% | +9.4% |
| 1Y | +16.9% | +1.8% | +15.1% | +15.5% |
| 3Y | +239.1% | +58.0% | +181.1% | +152.5% |
| 5Y | +266.8% | -8.4% | +275.3% | +244.5% |
| 10Y | +246.0% | +195.3% | +50.8% | +62.7% |
| All | +120.9% | +98.1% | +22.8% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling