+542.0%
SEI vs ALLY
+204.2%
+337.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +10.2% | +3.7% | +6.6% | +8.2% |
| 30D | -1.0% | -2.3% | +1.2% | +0.2% |
| 3M | -27.9% | +3.8% | -31.8% | -29.2% |
| 6M | +10.4% | +9.7% | +0.7% | +4.4% |
| YTD | +20.1% | -1.4% | +21.6% | +19.6% |
| 1Y | +109.7% | +8.2% | +101.5% | +98.0% |
| 3Y | +458.6% | +66.5% | +392.2% | +320.6% |
| 5Y | +775.3% | +1.2% | +774.1% | +698.8% |
| All | +542.0% | +204.2% | +337.8% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling