+822.2%
SEI vs ALLY
-9.3%
+831.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.2% |
| 7D | -10.8% | -0.7% | -10.2% | -10.9% |
| 30D | -19.0% | +1.1% | -20.2% | -20.0% |
| 3M | +5.8% | -13.2% | +19.0% | +11.7% |
| 6M | -14.9% | -13.5% | -1.4% | -10.3% |
| YTD | +35.4% | -14.3% | +49.7% | +42.3% |
| 1Y | +23.9% | -1.1% | +25.0% | +21.8% |
| 3Y | +661.3% | +62.0% | +599.3% | +518.4% |
| 5Y | +822.2% | -9.6% | +831.9% | +799.8% |
| All | +822.2% | -9.3% | +831.5% | +799.8% |
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