+363.5%
SE vs ALLY
+102.4%
+261.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -20.9% | +5.2% | -26.2% | -22.6% |
| 3M | -38.9% | -13.3% | -25.6% | -35.4% |
| 6M | -19.4% | -6.7% | -12.8% | -17.6% |
| YTD | -40.9% | -12.8% | -28.1% | -38.2% |
| 1Y | -46.2% | +0.7% | -46.9% | -47.1% |
| 3Y | +63.7% | +65.2% | -1.5% | +24.5% |
| 5Y | -77.9% | -10.1% | -67.8% | -78.6% |
| All | +363.5% | +102.4% | +261.1% | +270.2% |
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