+425.4%
SN vs ALLY
+44.5%
+380.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.2% |
| 7D | +3.8% | -1.1% | +5.0% | +4.5% |
| 30D | +17.5% | +4.2% | +13.4% | +14.9% |
| 3M | +19.2% | -12.4% | +31.6% | +28.2% |
| 6M | +84.9% | -8.7% | +93.6% | +93.8% |
| YTD | +94.0% | -11.6% | +105.7% | +105.9% |
| 1Y | +151.3% | +0.2% | +151.2% | +147.7% |
| 3Y | +387.1% | +57.1% | +330.0% | +271.8% |
| All | +425.4% | +44.5% | +380.8% | +314.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling