+329.2%
XLF vs ALLY
+98.6%
+230.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -1.0% | -2.8% | +1.8% | +0.2% |
| 30D | +6.5% | +1.9% | +4.6% | +5.6% |
| 3M | +1.8% | -12.1% | +13.9% | +7.1% |
| 6M | +15.4% | -9.0% | +24.4% | +19.3% |
| YTD | +8.4% | -12.9% | +21.3% | +13.5% |
| 1Y | +11.9% | -0.1% | +12.0% | +10.7% |
| 3Y | +81.1% | +64.6% | +16.5% | +39.2% |
| 5Y | +59.5% | -10.1% | +69.6% | +51.5% |
| 10Y | +225.2% | +176.7% | +48.5% | +75.9% |
| All | +329.2% | +98.6% | +230.6% | +148.2% |
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