+15.6%
SM vs ALLY
+172.1%
-156.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.7% |
| 7D | +10.6% | -2.1% | +12.7% | +12.3% |
| 30D | -15.0% | +2.0% | -17.0% | -17.2% |
| 3M | +1.7% | -13.3% | +15.0% | +11.4% |
| 6M | +5.9% | -9.9% | +15.7% | +9.3% |
| YTD | +79.0% | -13.5% | +92.5% | +83.8% |
| 1Y | +84.7% | -2.8% | +87.5% | +71.4% |
| 3Y | -3.5% | +63.4% | -66.9% | -46.5% |
| 5Y | +4.9% | -10.9% | +15.8% | -12.9% |
| All | +15.6% | +172.1% | -156.5% | -54.4% |
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