+158.9%
SN vs ALLY
+4.2%
+154.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +2.0% |
| 7D | +10.6% | +2.4% | +8.3% | +9.2% |
| 30D | +20.0% | +5.6% | +14.4% | +16.5% |
| 3M | +30.4% | -11.7% | +42.1% | +39.2% |
| 6M | +91.0% | -7.0% | +98.0% | +96.7% |
| YTD | +95.9% | -10.4% | +106.4% | +101.7% |
| 1Y | +158.9% | +2.4% | +156.5% | +146.0% |
| All | +158.9% | +4.2% | +154.6% | +146.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling