+1,026.2%
SEI vs ALLY
-1.1%
+1,027.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +6.3% |
| 7D | +28.2% | -1.9% | +30.2% | +29.0% |
| 30D | +15.5% | -4.5% | +20.0% | +17.7% |
| 3M | -1.4% | -2.8% | +1.5% | -0.1% |
| 6M | +37.4% | +10.3% | +27.1% | +29.9% |
| YTD | +47.8% | -5.7% | +53.5% | +50.0% |
| 1Y | +174.3% | +3.9% | +170.4% | +164.7% |
| 3Y | +598.5% | +64.7% | +533.8% | +459.2% |
| 5Y | +1,026.2% | -2.6% | +1,028.8% | +944.1% |
| All | +1,026.2% | -1.1% | +1,027.3% | +944.1% |
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