-6.3%
SM vs ALLY
+63.1%
-69.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.1% | +3.7% | -3.6% | -1.1% |
| 30D | +26.3% | -2.3% | +28.6% | +27.1% |
| 3M | +8.7% | +3.8% | +4.8% | +5.8% |
| 6M | +51.7% | +9.7% | +42.0% | +41.3% |
| YTD | +99.0% | -1.4% | +100.5% | +95.0% |
| 1Y | +34.6% | +8.2% | +26.4% | +24.2% |
| All | -6.3% | +63.1% | -69.4% | -27.6% |
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