+401.0%
SN vs ALLY
+63.1%
+337.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -9.3% | +3.7% | -13.0% | -11.2% |
| 30D | -4.8% | -2.3% | -2.5% | -3.6% |
| 3M | +40.4% | +3.8% | +36.6% | +37.0% |
| 6M | +50.9% | +9.7% | +41.2% | +42.7% |
| YTD | +54.9% | -1.4% | +56.4% | +54.8% |
| 1Y | +43.0% | +8.2% | +34.8% | +34.8% |
| All | +401.0% | +63.1% | +337.9% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling