+5.3%
STLA vs ALLY
+182.8%
-177.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.5% |
| 7D | -4.9% | -0.7% | -4.3% | -4.5% |
| 30D | -4.9% | +1.1% | -6.1% | -5.4% |
| 3M | -23.7% | -13.2% | -10.5% | -17.8% |
| 6M | -45.0% | -13.5% | -31.5% | -40.8% |
| YTD | -60.9% | -14.3% | -46.6% | -57.8% |
| 1Y | -58.9% | -1.1% | -57.7% | -58.8% |
| 3Y | -74.4% | +62.0% | -136.4% | -80.7% |
| 5Y | -71.5% | -9.6% | -61.9% | -72.1% |
| 10Y | +5.3% | +176.0% | -170.7% | -39.9% |
| All | +5.3% | +182.8% | -177.6% | -39.9% |
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