-11.3%
SIRI vs ALLY
+189.7%
-201.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.6% | -3.8% | +4.3% | +1.8% |
| 30D | +2.5% | -4.9% | +7.4% | +4.1% |
| 3M | +6.6% | -2.6% | +9.2% | +7.3% |
| 6M | +32.9% | +15.7% | +17.1% | +26.1% |
| YTD | +50.5% | -5.2% | +55.6% | +51.7% |
| 1Y | +28.0% | +2.8% | +25.1% | +25.3% |
| 3Y | -22.4% | +63.4% | -85.8% | -35.7% |
| 5Y | -41.3% | -2.6% | -38.7% | -45.2% |
| All | -11.3% | +189.7% | -201.0% | -47.9% |
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