+106.1%
SM vs ALLY
+1.6%
+104.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.1% | +3.7% | -3.6% | -1.3% |
| 30D | +26.3% | -2.3% | +28.6% | +27.2% |
| 3M | +8.7% | +3.8% | +4.8% | +5.7% |
| 6M | +51.7% | +9.7% | +42.0% | +41.3% |
| YTD | +99.0% | -1.4% | +100.5% | +94.0% |
| 1Y | +34.6% | +8.2% | +26.4% | +24.5% |
| 3Y | -7.8% | +66.5% | -74.2% | -30.5% |
| All | +106.1% | +1.6% | +104.5% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling