+8.2%
SEI vs ALLY
+4.2%
+4.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +3.8% | -20.7% | -17.7% |
| 7D | -16.4% | +2.4% | -18.8% | -17.0% |
| 30D | -22.9% | +5.6% | -28.5% | -24.3% |
| 3M | -0.3% | -11.7% | +11.4% | +4.1% |
| 6M | -22.3% | -7.0% | -15.3% | -20.6% |
| YTD | +26.2% | -10.4% | +36.6% | +32.4% |
| 1Y | +8.2% | +2.4% | +5.8% | +4.0% |
| All | +8.2% | +4.2% | +4.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling