+175.2%
SO vs ALLY
+189.4%
-14.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +8.1% | +3.1% | +5.0% | +7.6% |
| 3M | +0.2% | -12.6% | +12.8% | +2.0% |
| 6M | +0.4% | -12.4% | +12.8% | +2.0% |
| YTD | +8.5% | -13.2% | +21.6% | +10.1% |
| 1Y | +4.9% | +1.8% | +3.1% | +3.8% |
| 3Y | +47.9% | +58.0% | -10.1% | +32.3% |
| 5Y | +75.7% | -8.4% | +84.1% | +68.8% |
| All | +175.2% | +189.4% | -14.2% | +116.8% |
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 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