+654.3%
SEI vs ALLY
+166.8%
+487.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +27.6% | -2.1% | +29.7% | +28.9% |
| 30D | -17.1% | +2.0% | -19.1% | -18.7% |
| 3M | +4.6% | -13.3% | +17.9% | +11.2% |
| 6M | -15.1% | -9.9% | -5.2% | -11.7% |
| YTD | +41.2% | -13.5% | +54.7% | +48.4% |
| 1Y | +37.5% | -2.8% | +40.3% | +36.3% |
| 3Y | +693.7% | +63.4% | +630.2% | +499.2% |
| 5Y | +901.7% | -10.9% | +912.6% | +866.3% |
| All | +654.3% | +166.8% | +487.6% | +321.2% |
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