+577.5%
SPYG vs ALLY
+124.8%
+452.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | +3.7% | -3.3% | -0.7% |
| 30D | -0.4% | -2.3% | +1.8% | +0.2% |
| 3M | +0.5% | +3.8% | -3.3% | -0.6% |
| 6M | +17.5% | +9.7% | +7.8% | +13.9% |
| YTD | +14.3% | -1.4% | +15.8% | +14.1% |
| 1Y | +21.7% | +8.2% | +13.5% | +17.9% |
| 3Y | +98.6% | +66.5% | +32.1% | +65.8% |
| 5Y | +85.1% | +1.2% | +83.9% | +71.8% |
| 10Y | +412.0% | +191.4% | +220.6% | +232.0% |
| All | +577.5% | +124.8% | +452.7% | +361.5% |
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