+217.3%
SU vs ALLY
+95.5%
+121.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | -10.2% | -0.7% | -9.5% | -10.1% |
| 30D | -6.2% | +1.1% | -7.3% | -6.9% |
| 3M | +8.7% | -13.2% | +21.9% | +14.2% |
| 6M | +7.2% | -13.5% | +20.7% | +11.8% |
| YTD | +55.9% | -14.3% | +70.2% | +61.1% |
| 1Y | +60.4% | -1.1% | +61.6% | +55.9% |
| 3Y | +125.2% | +62.0% | +63.2% | +69.0% |
| 5Y | +216.7% | -9.6% | +226.4% | +189.0% |
| 10Y | +223.9% | +176.0% | +47.9% | +65.0% |
| All | +217.3% | +95.5% | +121.8% | +72.4% |
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