+283.7%
SO vs ALLY
+98.1%
+185.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 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% | +1.9% |
| 6M | +0.4% | -12.4% | +12.8% | +1.9% |
| YTD | +8.5% | -13.2% | +21.6% | +9.9% |
| 1Y | +4.9% | +1.8% | +3.1% | +4.0% |
| 3Y | +47.9% | +58.0% | -10.1% | +34.2% |
| 5Y | +75.7% | -8.4% | +84.1% | +69.3% |
| 10Y | +178.0% | +195.3% | -17.3% | +113.5% |
| All | +283.7% | +98.1% | +185.6% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling