+477.1%
SEI vs ALLY
+74.0%
+403.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.2% |
| 7D | +10.2% | +3.7% | +6.6% | +7.9% |
| 30D | -1.0% | -2.3% | +1.2% | +0.4% |
| 3M | -27.9% | +3.8% | -31.8% | -29.5% |
| 6M | +10.4% | +9.7% | +0.7% | +3.1% |
| YTD | +20.1% | -1.4% | +21.6% | +19.5% |
| 1Y | +109.7% | +8.2% | +101.5% | +95.1% |
| All | +477.1% | +74.0% | +403.1% | +319.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling