+379.5%
SE vs ALLY
+103.5%
+275.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | -18.2% | +3.4% | -21.6% | -19.3% |
| 3M | -31.3% | -11.1% | -20.2% | -28.1% |
| 6M | -10.1% | -11.5% | +1.4% | -6.1% |
| YTD | -38.9% | -12.3% | -26.6% | -36.2% |
| 1Y | -48.0% | +1.1% | -49.1% | -49.0% |
| 3Y | +78.8% | +64.8% | +14.0% | +36.2% |
| 5Y | -77.1% | -6.9% | -70.3% | -78.1% |
| All | +379.5% | +103.5% | +275.9% | +282.2% |
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