+125.7%
SU vs ALLY
+63.1%
+62.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.8% |
| 7D | +1.6% | -1.9% | +3.5% | +1.9% |
| 30D | +10.7% | -4.5% | +15.2% | +11.5% |
| 3M | +13.5% | -2.8% | +16.3% | +13.6% |
| 6M | +21.8% | +10.3% | +11.5% | +17.6% |
| YTD | +58.8% | -5.7% | +64.5% | +59.3% |
| 1Y | +72.0% | +3.9% | +68.1% | +67.3% |
| All | +125.7% | +63.1% | +62.5% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling