+142.6%
SN vs ALLY
-1.7%
+144.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.7% |
| 7D | +7.2% | +0.9% | +6.3% | +6.6% |
| 30D | +20.4% | +3.1% | +17.3% | +18.2% |
| 3M | +23.9% | -12.6% | +36.5% | +33.5% |
| 6M | +93.0% | -12.4% | +105.5% | +106.3% |
| YTD | +99.2% | -13.2% | +112.4% | +110.8% |
| 1Y | +142.6% | +1.8% | +140.8% | +119.8% |
| All | +142.6% | -1.7% | +144.3% | +119.8% |
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 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