+461.8%
STM vs ALLY
+172.1%
+289.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +16.3% | -2.1% | +18.4% | +17.5% |
| 30D | -6.3% | +2.0% | -8.3% | -7.3% |
| 3M | -14.1% | -13.3% | -0.8% | -8.2% |
| 6M | -19.6% | -9.9% | -9.7% | -15.8% |
| YTD | +80.1% | -13.5% | +93.7% | +91.7% |
| 1Y | +95.4% | -2.8% | +98.2% | +96.1% |
| 3Y | +14.7% | +63.4% | -48.7% | -12.5% |
| 5Y | -5.4% | -10.9% | +5.5% | -7.6% |
| All | +461.8% | +172.1% | +289.7% | +233.7% |
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