-86.0%
SPXU vs ALLY
-0.2%
-85.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | -1.0% |
| 7D | -1.5% | +1.0% | -2.5% | -0.5% |
| 30D | +3.7% | -3.3% | +7.0% | +1.2% |
| 3M | -9.6% | +0.5% | -10.0% | -8.0% |
| 6M | -32.4% | +12.6% | -44.9% | -23.2% |
| YTD | -28.7% | -4.7% | -24.0% | -28.8% |
| 1Y | -38.2% | +5.2% | -43.4% | -31.8% |
| 3Y | -80.4% | +66.5% | -146.9% | -61.6% |
| 5Y | -86.0% | +0.2% | -86.3% | -75.9% |
| All | -86.0% | -0.2% | -85.8% | -75.9% |
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