+118.5%
SRE vs ALLY
+178.4%
-59.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.4% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +1.9% | -3.3% | +5.2% | +2.6% |
| 3M | -3.3% | +0.5% | -3.7% | -3.6% |
| 6M | -6.4% | +12.6% | -19.0% | -9.5% |
| YTD | -1.8% | -4.7% | +2.9% | -1.6% |
| 1Y | +10.7% | +5.2% | +5.5% | +8.2% |
| 3Y | +31.8% | +66.5% | -34.7% | +12.8% |
| 5Y | +49.2% | +0.2% | +49.0% | +39.1% |
| 10Y | +118.5% | +180.8% | -62.2% | +58.2% |
| All | +118.5% | +178.4% | -59.9% | +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 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