+307.9%
SPYM vs ALLY
+182.8%
+125.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -3.7% | +1.1% | -4.8% | -4.1% |
| 3M | -2.7% | -13.2% | +10.5% | +1.2% |
| 6M | +2.2% | -13.5% | +15.7% | +6.2% |
| YTD | +10.9% | -14.3% | +25.2% | +15.0% |
| 1Y | +11.3% | -1.1% | +12.5% | +10.6% |
| 3Y | +76.8% | +62.0% | +14.8% | +47.2% |
| 5Y | +73.5% | -9.6% | +83.2% | +66.1% |
| 10Y | +307.9% | +176.0% | +132.0% | +175.5% |
| All | +307.9% | +182.8% | +125.1% | +175.5% |
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 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