+78.0%
SPG vs ALLY
-9.5%
+87.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +4.9% | +0.9% | +4.0% | +4.5% |
| 30D | +15.6% | +3.1% | +12.5% | +14.3% |
| 3M | +4.1% | -12.6% | +16.6% | +8.9% |
| 6M | +13.6% | -12.4% | +26.0% | +18.4% |
| YTD | +27.5% | -13.2% | +40.7% | +32.7% |
| 1Y | +32.2% | +1.8% | +30.4% | +29.6% |
| 3Y | +126.0% | +58.0% | +68.0% | +79.5% |
| All | +78.0% | -9.5% | +87.5% | +76.2% |
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