+86.7%
SYY vs ALLY
+174.3%
-87.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -4.8% | +5.2% | -10.0% | -6.7% |
| 3M | -7.1% | -13.3% | +6.2% | -2.0% |
| 6M | +6.8% | -6.7% | +13.5% | +8.8% |
| YTD | +7.7% | -12.8% | +20.5% | +11.8% |
| 1Y | +5.7% | +0.7% | +5.0% | +3.4% |
| 3Y | +24.6% | +65.2% | -40.7% | -7.8% |
| 5Y | +15.6% | -10.1% | +25.8% | +7.7% |
| All | +86.7% | +174.3% | -87.6% | -1.4% |
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 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