+646.3%
SEI vs RY
+316.3%
+330.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +10.5% | +0.6% | +9.9% | +9.9% |
| 30D | -8.0% | +5.0% | -13.1% | -13.9% |
| 3M | +6.7% | -5.3% | +12.0% | +13.0% |
| 6M | -17.0% | +13.8% | -30.9% | -29.3% |
| YTD | +39.7% | +21.0% | +18.7% | +11.7% |
| 1Y | +43.2% | +40.5% | +2.7% | -3.6% |
| 3Y | +676.3% | +159.7% | +516.7% | +156.6% |
| 5Y | +891.0% | +124.3% | +766.7% | +288.0% |
| All | +646.3% | +316.3% | +330.0% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling