-43.2%
SIRI vs ALLY
-1.1%
-42.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -3.9% | -1.9% | -2.0% | -3.4% |
| 30D | -0.8% | -4.5% | +3.6% | +0.5% |
| 3M | +4.3% | -2.8% | +7.1% | +5.0% |
| 6M | +34.1% | +10.3% | +23.7% | +29.7% |
| YTD | +47.3% | -5.7% | +53.0% | +48.8% |
| 1Y | +22.9% | +3.9% | +19.0% | +20.2% |
| 3Y | -24.6% | +64.7% | -89.3% | -35.7% |
| 5Y | -43.2% | -2.6% | -40.6% | -46.8% |
| All | -43.2% | -1.1% | -42.1% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling