-1.5%
SM vs ALLY
-8.7%
+7.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.0% |
| 7D | +0.3% | -2.8% | +3.1% | +1.3% |
| 30D | -17.3% | +1.9% | -19.2% | -18.3% |
| 3M | -3.6% | -12.1% | +8.5% | +0.5% |
| 6M | +2.9% | -9.0% | +11.9% | +4.3% |
| YTD | +70.2% | -12.9% | +83.1% | +73.0% |
| 1Y | +66.5% | -0.1% | +66.6% | +58.1% |
| 3Y | -8.2% | +64.6% | -72.8% | -30.4% |
| 5Y | -1.5% | -10.1% | +8.6% | -2.1% |
| All | -1.5% | -8.7% | +7.2% | -2.1% |
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