+266.1%
SO vs ALLY
+124.8%
+141.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.2% | +3.7% | -3.8% | -0.6% |
| 30D | -4.6% | -2.3% | -2.3% | -4.3% |
| 3M | -3.0% | +3.8% | -6.9% | -3.6% |
| 6M | -8.3% | +9.7% | -18.0% | -9.6% |
| YTD | +3.5% | -1.4% | +4.9% | +3.3% |
| 1Y | -0.9% | +8.2% | -9.2% | -2.6% |
| 3Y | +45.4% | +66.5% | -21.1% | +31.2% |
| 5Y | +59.6% | +1.2% | +58.4% | +51.9% |
| 10Y | +156.6% | +191.4% | -34.8% | +94.4% |
| All | +266.1% | +124.8% | +141.3% | +181.3% |
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