-48.0%
SE vs ALLY
+0.1%
-48.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.1% |
| 7D | -7.7% | -2.8% | -5.0% | -7.0% |
| 30D | -22.8% | +1.9% | -24.7% | -23.2% |
| 3M | -43.7% | -12.1% | -31.6% | -41.6% |
| 6M | -12.8% | -9.0% | -3.8% | -10.8% |
| YTD | -42.0% | -12.9% | -29.1% | -39.9% |
| 1Y | -48.0% | -0.1% | -47.9% | -46.4% |
| All | -48.0% | +0.1% | -48.1% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling