+12.5%
SM vs ALLY
+178.4%
-165.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.9% | +6.1% |
| 7D | -0.2% | +1.0% | -1.2% | -1.2% |
| 30D | +31.5% | -3.3% | +34.8% | +34.2% |
| 3M | +17.3% | +0.5% | +16.9% | +13.8% |
| 6M | +48.5% | +12.6% | +35.9% | +26.9% |
| YTD | +106.3% | -4.7% | +110.9% | +99.0% |
| 1Y | +47.3% | +5.2% | +42.1% | +28.8% |
| 3Y | -1.4% | +66.5% | -67.9% | -45.6% |
| 5Y | +114.0% | +0.2% | +113.8% | +62.0% |
| 10Y | +12.5% | +180.8% | -168.3% | -56.2% |
| All | +12.5% | +178.4% | -165.9% | -56.2% |
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