+402.1%
SPYG vs ALLY
+172.1%
+230.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +4.2% | -2.1% | +6.4% | +4.9% |
| 30D | -7.4% | +2.0% | -9.4% | -8.0% |
| 3M | -5.3% | -13.3% | +8.0% | -1.5% |
| 6M | -1.2% | -9.9% | +8.7% | +1.5% |
| YTD | +9.0% | -13.5% | +22.5% | +12.8% |
| 1Y | +8.8% | -2.8% | +11.6% | +8.7% |
| 3Y | +92.8% | +63.4% | +29.3% | +61.2% |
| 5Y | +69.3% | -10.9% | +80.2% | +63.0% |
| All | +402.1% | +172.1% | +230.0% | +250.2% |
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