+116.1%
SPG vs ALLY
+182.8%
-66.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.9% |
| 7D | +5.6% | -0.7% | +6.2% | +5.9% |
| 30D | +17.6% | +1.1% | +16.4% | +16.7% |
| 3M | +7.5% | -13.2% | +20.6% | +15.7% |
| 6M | +18.5% | -13.5% | +32.0% | +27.1% |
| YTD | +30.9% | -14.3% | +45.2% | +39.8% |
| 1Y | +34.1% | -1.1% | +35.3% | +31.5% |
| 3Y | +135.5% | +62.0% | +73.5% | +59.0% |
| 5Y | +86.5% | -9.6% | +96.2% | +69.6% |
| 10Y | +116.1% | +176.0% | -59.9% | -8.4% |
| All | +116.1% | +182.8% | -66.7% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling