+32.2%
SPG vs ALLY
-1.7%
+33.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +4.9% | +0.9% | +4.0% | +4.7% |
| 30D | +15.6% | +3.1% | +12.5% | +14.7% |
| 3M | +4.1% | -12.6% | +16.6% | +7.1% |
| 6M | +13.6% | -12.4% | +26.0% | +16.5% |
| YTD | +27.5% | -13.2% | +40.7% | +30.3% |
| 1Y | +32.2% | +1.8% | +30.4% | +30.6% |
| All | +32.2% | -1.7% | +33.9% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling