+78.9%
SPYM vs ALLY
+69.8%
+9.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.3% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -0.9% | -3.3% | +2.4% | -0.1% |
| 3M | +3.9% | +0.5% | +3.4% | +3.6% |
| 6M | +14.5% | +12.6% | +2.0% | +10.7% |
| YTD | +13.0% | -4.7% | +17.7% | +13.7% |
| 1Y | +19.4% | +5.2% | +14.2% | +16.8% |
| 3Y | +78.9% | +66.5% | +12.4% | +58.2% |
| All | +78.9% | +69.8% | +9.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling