+422.5%
STM vs ALLY
+201.0%
+221.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.8% | +6.3% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -14.4% | +3.4% | -17.9% | -15.9% |
| 3M | -20.5% | -11.1% | -9.4% | -16.1% |
| 6M | -24.5% | -11.5% | -13.0% | -20.3% |
| YTD | +72.7% | -12.3% | +85.0% | +82.5% |
| 1Y | +91.0% | +1.1% | +89.9% | +88.1% |
| 3Y | +13.5% | +64.8% | -51.3% | -13.7% |
| 5Y | -9.2% | -6.9% | -2.3% | -13.2% |
| 10Y | +422.5% | +194.9% | +227.6% | +229.9% |
| All | +422.5% | +201.0% | +221.5% | +229.9% |
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