+589.4%
SE vs ALLY
+128.9%
+460.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | +3.7% | -9.8% | -7.5% |
| 30D | -2.5% | -2.3% | -0.2% | -1.6% |
| 3M | +21.7% | +3.8% | +17.9% | +19.6% |
| 6M | +27.0% | +9.7% | +17.3% | +21.5% |
| YTD | -12.1% | -1.4% | -10.7% | -12.4% |
| 1Y | -40.9% | +8.2% | -49.2% | -43.6% |
| 3Y | +191.0% | +66.5% | +124.5% | +121.2% |
| 5Y | -68.3% | +1.2% | -69.5% | -70.8% |
| All | +589.4% | +128.9% | +460.5% | +425.0% |
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