+365.1%
SE vs ALLY
+105.1%
+260.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -5.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.7% |
| 30D | -21.7% | +4.2% | -25.8% | -23.0% |
| 3M | -34.2% | -12.4% | -21.8% | -30.7% |
| 6M | -10.5% | -8.7% | -1.8% | -7.6% |
| YTD | -40.7% | -11.6% | -29.1% | -38.3% |
| 1Y | -52.1% | +0.2% | -52.2% | -52.8% |
| 3Y | +68.9% | +57.1% | +11.8% | +31.4% |
| 5Y | -78.9% | -6.8% | -72.0% | -79.8% |
| All | +365.1% | +105.1% | +260.0% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling