+78.0%
SPYM vs ALLY
+65.3%
+12.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -2.0% | +5.2% | -7.2% | -3.3% |
| 3M | -2.8% | -13.3% | +10.5% | +0.6% |
| 6M | +2.2% | -6.7% | +8.8% | +3.6% |
| YTD | +11.5% | -12.8% | +24.4% | +14.7% |
| 1Y | +13.5% | +0.7% | +12.8% | +12.3% |
| 3Y | +78.0% | +65.2% | +12.8% | +60.5% |
| All | +78.0% | +65.3% | +12.7% | +60.5% |
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 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