-80.0%
SPXU vs ALLY
+60.4%
-140.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | -0.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.3% |
| 30D | +10.9% | +1.1% | +9.8% | +12.4% |
| 3M | +9.6% | -13.2% | +22.8% | -0.6% |
| 6M | -4.7% | -13.5% | +8.8% | -12.7% |
| YTD | -24.6% | -14.3% | -10.3% | -29.9% |
| 1Y | -24.7% | -1.1% | -23.6% | -21.2% |
| 3Y | -80.0% | +62.0% | -142.0% | -69.2% |
| All | -80.0% | +60.4% | -140.4% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling