+215.3%
SU vs ALLY
+124.8%
+90.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.6% | +3.7% | -0.1% | +2.1% |
| 30D | +7.9% | -2.3% | +10.1% | +8.7% |
| 3M | +3.5% | +3.8% | -0.3% | +1.2% |
| 6M | +19.0% | +9.7% | +9.3% | +12.5% |
| YTD | +55.0% | -1.4% | +56.4% | +52.3% |
| 1Y | +71.2% | +8.2% | +63.0% | +60.8% |
| 3Y | +117.4% | +66.5% | +50.9% | +62.4% |
| 5Y | +335.2% | +1.2% | +334.0% | +282.0% |
| 10Y | +248.7% | +191.4% | +57.3% | +74.5% |
| All | +215.3% | +124.8% | +90.5% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling