+65.5%
XLF vs ALLY
-0.2%
+65.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.3% |
| 7D | +0.2% | +1.0% | -0.9% | -0.2% |
| 30D | -0.5% | -3.3% | +2.8% | +0.6% |
| 3M | +10.6% | +0.5% | +10.2% | +10.2% |
| 6M | +14.3% | +12.6% | +1.7% | +9.2% |
| YTD | +5.5% | -4.7% | +10.2% | +6.5% |
| 1Y | +9.6% | +5.2% | +4.3% | +6.6% |
| 3Y | +75.2% | +66.5% | +8.7% | +41.2% |
| 5Y | +65.5% | +0.2% | +65.3% | +55.7% |
| All | +65.5% | -0.2% | +65.8% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling