-10.1%
SIRI vs ALLY
+174.3%
-184.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | +21.1% | +5.2% | +15.9% | +19.2% |
| 3M | +14.7% | -13.3% | +28.0% | +20.1% |
| 6M | +22.9% | -6.7% | +29.6% | +25.3% |
| YTD | +65.7% | -12.8% | +78.6% | +71.8% |
| 1Y | +53.5% | +0.7% | +52.8% | +51.6% |
| 3Y | -23.0% | +65.2% | -88.2% | -36.3% |
| 5Y | -41.5% | -10.1% | -31.3% | -43.8% |
| All | -10.1% | +174.3% | -184.4% | -47.2% |
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