+525.3%
SPYG vs ALLY
+98.1%
+427.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -3.6% | +0.9% | -4.6% | -3.9% |
| 30D | -11.2% | +3.1% | -14.3% | -12.0% |
| 3M | -8.1% | -12.6% | +4.5% | -4.7% |
| 6M | -3.3% | -12.4% | +9.1% | 0.0% |
| YTD | +5.5% | -13.2% | +18.7% | +9.0% |
| 1Y | +7.0% | +1.8% | +5.1% | +5.5% |
| 3Y | +89.5% | +58.0% | +31.5% | +60.7% |
| 5Y | +63.3% | -8.4% | +71.7% | +56.2% |
| 10Y | +395.1% | +195.3% | +199.9% | +221.1% |
| All | +525.3% | +98.1% | +427.2% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling