+78.8%
SE vs ALLY
+61.3%
+17.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | -18.2% | +3.4% | -21.6% | -18.9% |
| 3M | -31.3% | -11.1% | -20.2% | -29.1% |
| 6M | -10.1% | -11.5% | +1.4% | -7.4% |
| YTD | -38.9% | -12.3% | -26.6% | -37.0% |
| 1Y | -48.0% | +1.1% | -49.1% | -48.5% |
| 3Y | +78.8% | +64.8% | +14.0% | +116.4% |
| All | +78.8% | +61.3% | +17.5% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling