+287.8%
SO vs ALLY
+101.5%
+186.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +9.2% | +4.2% | +5.1% | +8.6% |
| 3M | +1.1% | -12.4% | +13.5% | +2.7% |
| 6M | -1.1% | -8.7% | +7.6% | -0.2% |
| YTD | +9.7% | -11.6% | +21.3% | +10.9% |
| 1Y | +5.5% | +0.2% | +5.3% | +4.7% |
| 3Y | +47.0% | +57.1% | -10.0% | +33.6% |
| 5Y | +77.6% | -6.8% | +84.4% | +70.7% |
| 10Y | +181.0% | +200.4% | -19.4% | +115.3% |
| All | +287.8% | +101.5% | +186.3% | +202.0% |
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