-16.9%
SM vs ALLY
+54.4%
-71.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -25.9% | +0.9% | -26.8% | -26.3% |
| 30D | -15.1% | +3.1% | -18.2% | -16.3% |
| 3M | +4.9% | -12.6% | +17.4% | +9.1% |
| 6M | +6.1% | -12.4% | +18.6% | +8.9% |
| YTD | +63.4% | -13.2% | +76.6% | +66.3% |
| 1Y | +72.5% | +1.8% | +70.6% | +59.5% |
| 3Y | -16.9% | +58.0% | -74.9% | -37.5% |
| All | -16.9% | +54.4% | -71.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling