+202.3%
SYY vs ALLY
+98.1%
+104.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | -7.3% | +0.9% | -8.2% | -7.5% |
| 30D | +0.1% | +3.1% | -3.0% | -1.0% |
| 3M | -8.2% | -12.6% | +4.3% | -3.9% |
| 6M | +6.3% | -12.4% | +18.7% | +10.6% |
| YTD | +7.3% | -13.2% | +20.5% | +11.3% |
| 1Y | +8.5% | +1.8% | +6.7% | +6.0% |
| 3Y | +24.9% | +58.0% | -33.0% | -2.8% |
| 5Y | +8.0% | -8.4% | +16.5% | +0.1% |
| 10Y | +107.2% | +195.3% | -88.1% | +15.9% |
| All | +202.3% | +98.1% | +104.2% | +75.3% |
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