-53.7%
SMR vs ALLY
-8.2%
-45.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.8% |
| 7D | -8.3% | +0.4% | -8.6% | -8.4% |
| 30D | -20.1% | +5.2% | -25.3% | -22.5% |
| 3M | -52.7% | -13.3% | -39.4% | -48.7% |
| 6M | -61.0% | -6.7% | -54.4% | -59.5% |
| YTD | -67.1% | -12.8% | -54.3% | -64.3% |
| 1Y | -79.9% | +0.7% | -80.6% | -79.7% |
| 3Y | +101.7% | +65.2% | +36.5% | +71.1% |
| All | -53.7% | -8.2% | -45.4% | -58.8% |
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 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