+21.0%
STM vs ALLY
+1.6%
+19.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +5.8% | +3.7% | +2.1% | +3.9% |
| 30D | -1.0% | -2.3% | +1.3% | +0.1% |
| 3M | -33.3% | +3.8% | -37.1% | -34.5% |
| 6M | +57.4% | +9.7% | +47.7% | +49.8% |
| YTD | +102.2% | -1.4% | +103.6% | +102.3% |
| 1Y | +99.6% | +8.2% | +91.4% | +89.7% |
| 3Y | +14.5% | +66.5% | -52.0% | -13.6% |
| All | +21.0% | +1.6% | +19.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling