+165.4%
SPG vs ALLY
+124.8%
+40.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.4% | +3.7% | -6.1% | -4.2% |
| 30D | -6.8% | -2.3% | -4.6% | -5.9% |
| 3M | +2.7% | +3.8% | -1.2% | +0.2% |
| 6M | +5.5% | +9.7% | -4.3% | -0.5% |
| YTD | +15.7% | -1.4% | +17.1% | +14.8% |
| 1Y | +20.9% | +8.2% | +12.6% | +13.3% |
| 3Y | +112.4% | +66.5% | +45.9% | +48.8% |
| 5Y | +101.4% | +1.2% | +100.1% | +75.1% |
| 10Y | +60.6% | +191.4% | -130.8% | -24.0% |
| All | +165.4% | +124.8% | +40.6% | +26.8% |
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