+311.1%
SPOT vs ALLY
+87.2%
+223.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +16.9% | +5.2% | +11.7% | +15.3% |
| 3M | +23.0% | -13.3% | +36.3% | +27.8% |
| 6M | +42.2% | -6.7% | +48.8% | +44.1% |
| YTD | +5.5% | -12.8% | +18.3% | +8.5% |
| 1Y | -5.1% | +0.7% | -5.8% | -6.4% |
| 3Y | +257.9% | +65.2% | +192.7% | +193.4% |
| 5Y | +118.4% | -10.1% | +128.5% | +106.9% |
| All | +311.1% | +87.2% | +223.9% | +206.2% |
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 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