+4,437.5%
SITM vs ALLY
+68.3%
+4,369.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -0.9% |
| 7D | +3.7% | -1.9% | +5.6% | +4.9% |
| 30D | -14.5% | -4.5% | -10.0% | -12.1% |
| 3M | -10.6% | -2.8% | -7.7% | -9.2% |
| 6M | +65.5% | +10.3% | +55.2% | +55.1% |
| YTD | +67.0% | -5.7% | +72.7% | +70.5% |
| 1Y | +138.6% | +3.9% | +134.7% | +129.5% |
| 3Y | +421.8% | +64.7% | +357.1% | +292.7% |
| 5Y | +172.4% | -2.6% | +175.0% | +160.1% |
| All | +4,437.5% | +68.3% | +4,369.2% | +3,018.1% |
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