+189.7%
SW vs ALLY
+200.4%
-10.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +3.3% |
| 7D | +12.1% | +2.4% | +9.7% | +11.5% |
| 30D | +6.6% | +5.6% | +1.0% | +5.4% |
| 3M | -6.0% | -11.7% | +5.7% | -3.7% |
| 6M | +21.5% | -7.0% | +28.5% | +23.3% |
| YTD | +20.3% | -10.4% | +30.8% | +22.8% |
| 1Y | +28.1% | +2.4% | +25.8% | +27.7% |
| 3Y | +51.6% | +59.2% | -7.6% | +41.7% |
| 5Y | -0.1% | -5.0% | +4.9% | -3.5% |
| 10Y | +189.7% | +204.5% | -14.7% | +166.8% |
| All | +189.7% | +200.4% | -10.7% | +166.8% |
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 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