+372.3%
SE vs ALLY
+99.0%
+273.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | -19.4% | +1.1% | -20.5% | -19.8% |
| 3M | -33.1% | -13.2% | -19.9% | -29.3% |
| 6M | -11.4% | -13.5% | +2.0% | -6.6% |
| YTD | -39.8% | -14.3% | -25.5% | -36.6% |
| 1Y | -50.5% | -1.1% | -49.3% | -50.9% |
| 3Y | +68.9% | +62.0% | +6.9% | +29.5% |
| 5Y | -77.1% | -9.6% | -67.5% | -77.8% |
| All | +372.3% | +99.0% | +273.3% | +280.0% |
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