+86.5%
SPG vs ALLY
-9.3%
+95.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.4% |
| 7D | +5.6% | -0.7% | +6.2% | +5.8% |
| 30D | +17.6% | +1.1% | +16.4% | +17.0% |
| 3M | +7.5% | -13.2% | +20.6% | +12.7% |
| 6M | +18.5% | -13.5% | +32.0% | +24.1% |
| YTD | +30.9% | -14.3% | +45.2% | +36.9% |
| 1Y | +34.1% | -1.1% | +35.3% | +32.8% |
| 3Y | +135.5% | +62.0% | +73.5% | +85.1% |
| 5Y | +86.5% | -9.6% | +96.2% | +86.3% |
| All | +86.5% | -9.3% | +95.8% | +86.3% |
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 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