+208.2%
SYY vs ALLY
+99.9%
+108.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.6% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +0.3% | +3.4% | -3.1% | -0.9% |
| 3M | -6.3% | -11.1% | +4.7% | -2.6% |
| 6M | +9.7% | -11.5% | +21.2% | +13.7% |
| YTD | +9.4% | -12.3% | +21.8% | +13.2% |
| 1Y | +7.3% | +1.1% | +6.2% | +5.1% |
| 3Y | +27.6% | +64.8% | -37.2% | -2.3% |
| 5Y | +12.5% | -6.9% | +19.4% | +3.6% |
| 10Y | +87.4% | +194.9% | -107.5% | +4.7% |
| All | +208.2% | +99.9% | +108.3% | +78.2% |
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