+109.0%
SPG vs ALLY
+174.3%
-65.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +2.0% | +0.4% | +1.6% | +1.7% |
| 30D | +17.2% | +5.2% | +12.0% | +13.8% |
| 3M | +6.3% | -13.3% | +19.6% | +14.6% |
| 6M | +18.7% | -6.7% | +25.4% | +22.0% |
| YTD | +30.1% | -12.8% | +42.9% | +37.6% |
| 1Y | +32.8% | +0.7% | +32.1% | +28.9% |
| 3Y | +133.6% | +65.2% | +68.4% | +56.0% |
| 5Y | +84.4% | -10.1% | +94.5% | +68.8% |
| All | +109.0% | +174.3% | -65.3% | -9.3% |
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 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