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  • SEI vs RY✓SelectedUSD · RYSEI vs RY performance historyLatest closeAs of+3.44%09/04
Stock and ETF performance explorer

SEI vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+109.7%
RY return
+46.1%
Excess return
+63.7%
Maximum drawdown
-47.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+3.4%-0.7%+4.1%+4.5%
7D+10.2%+3.1%+7.1%+4.9%
30D-1.0%-0.3%-0.7%-0.2%
3M-27.9%+8.7%-36.6%-36.4%
6M+10.4%+28.5%-18.1%-26.6%
YTD+20.1%+25.1%-5.0%-16.4%
1Y+109.7%+46.3%+63.4%+20.6%
All+109.7%+46.1%+63.7%+20.6%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…

1y analysis · Full analysis span regression · 6 months rolling