+33.8%
SOLS vs ALLY
+6.6%
+27.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.0% |
| 7D | +4.5% | +1.0% | +3.5% | +4.2% |
| 30D | +6.0% | -3.3% | +9.3% | +6.8% |
| 3M | -19.7% | +0.5% | -20.1% | -20.6% |
| 6M | -10.4% | +12.6% | -23.0% | -15.2% |
| YTD | +33.3% | -4.7% | +37.9% | +34.7% |
| All | +33.8% | +6.6% | +27.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling