+455.3%
SN vs ALLY
+43.4%
+411.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | +7.6% | -0.2% | +7.8% | +7.8% |
| 30D | +24.1% | +3.4% | +20.6% | +21.7% |
| 3M | +23.7% | -11.1% | +34.8% | +31.8% |
| 6M | +105.5% | -11.5% | +117.0% | +119.3% |
| YTD | +105.1% | -12.3% | +117.4% | +118.5% |
| 1Y | +148.3% | +1.1% | +147.2% | +143.8% |
| 3Y | +438.7% | +64.8% | +373.9% | +300.5% |
| All | +455.3% | +43.4% | +411.9% | +340.1% |
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