-13.0%
SM vs ALLY
+60.4%
-73.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +2.1% |
| 7D | -19.5% | -0.7% | -18.8% | -19.5% |
| 30D | -20.2% | +1.1% | -21.4% | -20.9% |
| 3M | -6.5% | -13.2% | +6.7% | -2.6% |
| 6M | +1.6% | -13.5% | +15.0% | +4.5% |
| YTD | +61.2% | -14.3% | +75.5% | +64.7% |
| 1Y | +65.4% | -1.1% | +66.5% | +55.0% |
| 3Y | -13.0% | +62.0% | -75.0% | -35.5% |
| All | -13.0% | +60.4% | -73.4% | -35.5% |
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