-52.1%
SMR vs ALLY
-9.0%
-43.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.4% |
| 7D | +10.3% | -2.1% | +12.4% | +11.6% |
| 30D | -25.7% | +2.0% | -27.7% | -26.6% |
| 3M | -49.7% | -13.3% | -36.4% | -45.5% |
| 6M | -59.8% | -9.9% | -50.0% | -57.4% |
| YTD | -66.0% | -13.5% | -52.4% | -62.9% |
| 1Y | -81.4% | -2.8% | -78.6% | -80.9% |
| 3Y | +130.6% | +63.4% | +67.2% | +96.6% |
| All | -52.1% | -9.0% | -43.1% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling