+130.2%
SRE vs ALLY
+174.3%
-44.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | -3.0% | +5.2% | -8.2% | -4.2% |
| 3M | -7.3% | -13.3% | +6.1% | -4.4% |
| 6M | -11.9% | -6.7% | -5.2% | -10.9% |
| YTD | -7.9% | -12.8% | +5.0% | -5.9% |
| 1Y | -11.1% | +0.7% | -11.8% | -12.3% |
| 3Y | +24.8% | +65.2% | -40.4% | +6.7% |
| 5Y | +52.4% | -10.1% | +62.5% | +45.9% |
| All | +130.2% | +174.3% | -44.1% | +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 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