+19.5%
SRE vs ALLY
+54.4%
-34.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -9.2% | +0.9% | -10.1% | -9.3% |
| 30D | -1.9% | +3.1% | -5.0% | -2.4% |
| 3M | -6.5% | -12.6% | +6.0% | -4.6% |
| 6M | -15.2% | -12.4% | -2.8% | -13.6% |
| YTD | -9.5% | -13.2% | +3.7% | -7.8% |
| 1Y | -13.2% | +1.8% | -15.0% | -14.5% |
| 3Y | +19.5% | +58.0% | -38.5% | +6.0% |
| All | +19.5% | +54.4% | -34.9% | +6.0% |
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