+719.7%
XLK vs ALLY
+174.3%
+545.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -10.6% | +5.2% | -15.8% | -12.1% |
| 3M | -10.6% | -13.3% | +2.7% | -6.7% |
| 6M | -3.5% | -6.7% | +3.2% | -1.8% |
| YTD | +18.7% | -12.8% | +31.5% | +22.9% |
| 1Y | +19.4% | +0.7% | +18.8% | +18.0% |
| 3Y | +94.5% | +65.2% | +29.2% | +59.8% |
| 5Y | +111.2% | -10.1% | +121.4% | +102.8% |
| All | +719.7% | +174.3% | +545.4% | +468.2% |
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 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