+365.7%
SE vs ALLY
+101.6%
+264.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | -20.0% | +3.1% | -23.1% | -21.0% |
| 3M | -31.8% | -12.6% | -19.2% | -28.1% |
| 6M | -15.9% | -12.4% | -3.4% | -11.7% |
| YTD | -40.6% | -13.2% | -27.5% | -37.8% |
| 1Y | -50.7% | +1.8% | -52.5% | -51.7% |
| 3Y | +70.3% | +58.0% | +12.3% | +32.1% |
| 5Y | -78.8% | -8.4% | -70.4% | -79.6% |
| All | +365.7% | +101.6% | +264.1% | +272.7% |
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