+227.5%
SU vs ALLY
+98.8%
+128.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -7.9% | +5.2% | -13.1% | -9.9% |
| 3M | +7.5% | -13.3% | +20.9% | +13.1% |
| 6M | +7.2% | -6.7% | +13.9% | +8.5% |
| YTD | +60.9% | -12.8% | +73.8% | +65.2% |
| 1Y | +63.6% | +0.7% | +63.0% | +57.9% |
| 3Y | +128.9% | +65.2% | +63.7% | +70.5% |
| 5Y | +228.3% | -10.1% | +238.4% | +201.0% |
| 10Y | +240.6% | +177.0% | +63.6% | +73.3% |
| All | +227.5% | +98.8% | +128.7% | +76.8% |
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