+265.2%
SU vs ALLY
+189.7%
+75.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | -3.8% | +6.0% | +3.7% |
| 30D | +8.4% | -4.9% | +13.4% | +10.4% |
| 3M | +12.1% | -2.6% | +14.7% | +12.5% |
| 6M | +19.7% | +15.7% | +3.9% | +10.7% |
| YTD | +58.4% | -5.2% | +63.6% | +58.0% |
| 1Y | +67.2% | +2.8% | +64.4% | +60.2% |
| 3Y | +125.0% | +63.4% | +61.6% | +68.7% |
| 5Y | +355.1% | -2.6% | +357.6% | +306.5% |
| All | +265.2% | +189.7% | +75.4% | +97.7% |
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