+190.2%
SPG vs ALLY
+101.5%
+88.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.2% |
| 7D | +5.0% | -1.1% | +6.2% | +5.5% |
| 30D | +12.3% | +4.2% | +8.1% | +9.9% |
| 3M | +1.9% | -12.4% | +14.3% | +8.5% |
| 6M | +14.4% | -8.7% | +23.1% | +18.8% |
| YTD | +26.5% | -11.6% | +38.1% | +32.4% |
| 1Y | +30.7% | +0.2% | +30.5% | +27.7% |
| 3Y | +122.6% | +57.1% | +65.5% | +60.6% |
| 5Y | +73.3% | -6.8% | +80.2% | +57.3% |
| 10Y | +111.1% | +200.4% | -89.3% | +3.5% |
| All | +190.2% | +101.5% | +88.7% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling