+71.6%
SM vs ALLY
+4.2%
+67.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.8% | -19.1% | -13.2% |
| 7D | -21.5% | +2.4% | -23.9% | -20.0% |
| 30D | -11.4% | +5.6% | -16.9% | -8.3% |
| 3M | +0.6% | -11.7% | +12.3% | -5.0% |
| 6M | +0.2% | -7.0% | +7.3% | -1.9% |
| YTD | +69.7% | -10.4% | +80.1% | +70.8% |
| 1Y | +71.6% | +2.4% | +69.2% | +68.5% |
| All | +71.6% | +4.2% | +67.3% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling