+11.1%
SMR vs ALLY
+0.3%
+10.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.3% | +18.6% | +17.2% |
| 7D | +21.4% | +1.0% | +20.4% | +20.3% |
| 30D | +13.8% | -3.3% | +17.1% | +15.8% |
| 3M | +3.9% | +0.5% | +3.4% | +3.4% |
| 6M | -4.2% | +12.6% | -16.8% | -10.0% |
| YTD | -21.1% | -4.7% | -16.4% | -18.6% |
| 1Y | -67.1% | +5.2% | -72.3% | -67.7% |
| 3Y | +88.9% | +66.5% | +22.4% | +55.4% |
| All | +11.1% | +0.3% | +10.8% | -6.2% |
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