+9.3%
SM vs ALLY
+189.4%
-180.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.3% |
| 7D | -25.9% | +0.9% | -26.8% | -27.0% |
| 30D | -15.1% | +3.1% | -18.2% | -18.0% |
| 3M | +4.9% | -12.6% | +17.4% | +14.2% |
| 6M | +6.1% | -12.4% | +18.6% | +11.9% |
| YTD | +63.4% | -13.2% | +76.6% | +67.4% |
| 1Y | +72.5% | +1.8% | +70.6% | +54.1% |
| 3Y | -16.9% | +58.0% | -74.9% | -52.4% |
| 5Y | -10.6% | -8.4% | -2.2% | -27.9% |
| All | +9.3% | +189.4% | -180.1% | -58.7% |
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