+289.1%
SO vs ALLY
+95.5%
+193.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | +8.7% | +1.1% | +7.5% | +8.5% |
| 3M | +3.4% | -13.2% | +16.6% | +5.2% |
| 6M | +3.7% | -13.5% | +17.2% | +5.4% |
| YTD | +10.0% | -14.3% | +24.3% | +11.7% |
| 1Y | +6.6% | -1.1% | +7.7% | +6.0% |
| 3Y | +52.5% | +62.0% | -9.5% | +37.7% |
| 5Y | +76.1% | -9.6% | +85.7% | +69.9% |
| 10Y | +194.9% | +176.0% | +18.9% | +126.9% |
| All | +289.1% | +95.5% | +193.7% | +204.2% |
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