+110.9%
SPG vs ALLY
+189.4%
-78.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.3% |
| 30D | +15.6% | +3.1% | +12.5% | +13.5% |
| 3M | +4.1% | -12.6% | +16.6% | +11.6% |
| 6M | +13.6% | -12.4% | +26.0% | +21.0% |
| YTD | +27.5% | -13.2% | +40.7% | +35.2% |
| 1Y | +32.2% | +1.8% | +30.4% | +27.6% |
| 3Y | +126.0% | +58.0% | +68.0% | +55.4% |
| 5Y | +74.7% | -8.4% | +83.2% | +57.8% |
| All | +110.9% | +189.4% | -78.4% | -8.5% |
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