+432.7%
SN vs ALLY
+41.5%
+391.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +1.4% | -2.1% | +3.5% | +2.6% |
| 30D | +16.6% | +2.0% | +14.6% | +15.3% |
| 3M | +18.3% | -13.3% | +31.6% | +27.9% |
| 6M | +103.1% | -9.9% | +112.9% | +114.3% |
| YTD | +96.7% | -13.5% | +110.3% | +111.3% |
| 1Y | +134.3% | -2.8% | +137.1% | +135.3% |
| 3Y | +425.2% | +63.4% | +361.8% | +292.4% |
| All | +432.7% | +41.5% | +391.2% | +325.4% |
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