+68.3%
SPYM vs ALLY
-9.5%
+77.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | -5.4% | +3.1% | -8.4% | -6.2% |
| 3M | -4.1% | -12.6% | +8.5% | -0.6% |
| 6M | +0.8% | -12.4% | +13.2% | +4.1% |
| YTD | +8.8% | -13.2% | +21.9% | +12.2% |
| 1Y | +11.0% | +1.8% | +9.2% | +9.3% |
| 3Y | +75.5% | +58.0% | +17.5% | +47.9% |
| All | +68.3% | -9.5% | +77.8% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling