+158.1%
SRE vs ALLY
+99.9%
+58.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.6% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | -3.2% | +3.4% | -6.6% | -3.9% |
| 3M | -5.3% | -11.1% | +5.8% | -3.1% |
| 6M | -12.6% | -11.5% | -1.1% | -10.7% |
| YTD | -8.8% | -12.3% | +3.6% | -7.0% |
| 1Y | -13.4% | +1.1% | -14.5% | -14.6% |
| 3Y | +24.4% | +64.8% | -40.4% | +7.7% |
| 5Y | +47.3% | -6.9% | +54.2% | +40.0% |
| 10Y | +116.7% | +194.9% | -78.3% | +48.9% |
| All | +158.1% | +99.9% | +58.1% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling