-50.3%
SM vs ALLY
+124.8%
-175.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.8% |
| 7D | +0.1% | +3.7% | -3.6% | -2.8% |
| 30D | +26.3% | -2.3% | +28.6% | +28.1% |
| 3M | +8.7% | +3.8% | +4.8% | +2.7% |
| 6M | +51.7% | +9.7% | +42.0% | +32.0% |
| YTD | +99.0% | -1.4% | +100.5% | +87.1% |
| 1Y | +34.6% | +8.2% | +26.4% | +14.9% |
| 3Y | -7.8% | +66.5% | -74.2% | -49.5% |
| 5Y | +104.8% | +1.2% | +103.6% | +52.3% |
| 10Y | +7.2% | +191.4% | -184.2% | -66.7% |
| All | -50.3% | +124.8% | -175.1% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling