+14.0%
SPGI vs ALLY
-10.9%
+24.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | +14.3% | +2.0% | +12.3% | +13.7% |
| 3M | +14.5% | -13.3% | +27.8% | +18.9% |
| 6M | +17.3% | -9.9% | +27.1% | +20.3% |
| YTD | -4.6% | -13.5% | +9.0% | -1.4% |
| 1Y | +0.8% | -2.8% | +3.6% | +0.8% |
| 3Y | +28.8% | +63.4% | -34.6% | +7.6% |
| 5Y | +14.0% | -10.9% | +24.8% | +6.6% |
| All | +14.0% | -10.9% | +24.9% | +6.6% |
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