-7.2%
SPXU vs ALLY
-9.8%
+2.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +0.5% |
| 7D | -9.4% | -2.1% | -7.2% | -10.6% |
| 30D | +7.4% | +2.0% | +5.4% | +9.3% |
| 3M | +6.2% | -13.3% | +19.5% | -3.1% |
| 6M | -7.2% | -9.9% | +2.6% | -11.4% |
| All | -7.2% | -9.8% | +2.5% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling