+112.0%
SYY vs ALLY
+178.1%
-66.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.6% |
| 7D | -0.2% | -1.9% | +1.7% | +0.5% |
| 30D | -2.7% | -4.5% | +1.7% | -1.1% |
| 3M | +5.9% | -2.8% | +8.7% | +6.5% |
| 6M | -2.3% | +10.3% | -12.6% | -6.9% |
| YTD | +13.1% | -5.7% | +18.8% | +14.1% |
| 1Y | +3.8% | +3.9% | -0.2% | +0.1% |
| 3Y | +26.7% | +64.7% | -38.0% | -5.7% |
| 5Y | +19.4% | -2.6% | +22.0% | +7.3% |
| 10Y | +112.0% | +186.0% | -74.0% | +8.4% |
| All | +112.0% | +178.1% | -66.1% | +8.4% |
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