+410.8%
SPYG vs ALLY
+178.4%
+232.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | -1.6% | -3.3% | +1.7% | -0.6% |
| 3M | +3.4% | +0.5% | +2.9% | +3.1% |
| 6M | +18.9% | +12.6% | +6.3% | +14.4% |
| YTD | +13.8% | -4.7% | +18.5% | +14.6% |
| 1Y | +20.6% | +5.2% | +15.4% | +17.6% |
| 3Y | +100.5% | +66.5% | +34.0% | +66.7% |
| 5Y | +84.6% | +0.2% | +84.4% | +71.6% |
| 10Y | +410.8% | +180.8% | +230.0% | +253.4% |
| All | +410.8% | +178.4% | +232.4% | +253.4% |
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 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