+175.8%
SW vs ALLY
+124.8%
+50.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | +3.7% | -8.8% | -5.7% |
| 30D | -4.6% | -2.3% | -2.3% | -4.2% |
| 3M | +9.4% | +3.8% | +5.6% | +8.7% |
| 6M | +3.5% | +9.7% | -6.2% | +1.9% |
| YTD | +22.0% | -1.4% | +23.4% | +22.3% |
| 1Y | +2.2% | +8.2% | -6.0% | +0.8% |
| 3Y | +19.6% | +66.5% | -46.9% | +10.8% |
| 5Y | -2.3% | +1.2% | -3.5% | -6.7% |
| 10Y | +181.4% | +191.4% | -10.1% | +144.9% |
| All | +175.8% | +124.8% | +50.9% | +137.7% |
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