+343.3%
SPGI vs ALLY
+174.3%
+169.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +1.2% | +0.4% | +0.9% | +1.1% |
| 30D | +15.9% | +5.2% | +10.7% | +14.2% |
| 3M | +12.3% | -13.3% | +25.6% | +17.1% |
| 6M | +23.7% | -6.7% | +30.4% | +25.9% |
| YTD | -3.5% | -12.8% | +9.3% | -0.2% |
| 1Y | +0.4% | +0.7% | -0.3% | -0.7% |
| 3Y | +29.9% | +65.2% | -35.3% | +6.5% |
| 5Y | +15.2% | -10.1% | +25.3% | +9.6% |
| All | +343.3% | +174.3% | +169.1% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling