+47.9%
SO vs ALLY
+54.4%
-6.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | -1.5% | +0.9% | -2.4% | -1.5% |
| 30D | +8.1% | +3.1% | +5.0% | +8.1% |
| 3M | +0.2% | -12.6% | +12.8% | +0.2% |
| 6M | +0.4% | -12.4% | +12.8% | +0.3% |
| YTD | +8.5% | -13.2% | +21.6% | +8.5% |
| 1Y | +4.9% | +1.8% | +3.1% | +4.8% |
| 3Y | +47.9% | +58.0% | -10.1% | +38.1% |
| All | +47.9% | +54.4% | -6.5% | +38.1% |
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