+196.4%
SO vs ALLY
+174.3%
+22.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +4.7% | +5.2% | -0.5% | +3.9% |
| 3M | +1.7% | -13.3% | +15.0% | +3.7% |
| 6M | +2.2% | -6.7% | +8.8% | +2.9% |
| YTD | +10.0% | -12.8% | +22.8% | +11.5% |
| 1Y | +6.0% | +0.7% | +5.4% | +5.1% |
| 3Y | +54.1% | +65.2% | -11.1% | +36.5% |
| 5Y | +79.6% | -10.1% | +89.8% | +73.3% |
| All | +196.4% | +174.3% | +22.1% | +119.7% |
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