+657.9%
SEI vs RY
+318.8%
+339.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.2% | +4.1% |
| 7D | +12.4% | -3.0% | +15.4% | +16.8% |
| 30D | -18.3% | +6.3% | -24.5% | -24.5% |
| 3M | +10.4% | -2.6% | +13.0% | +13.1% |
| 6M | -12.9% | +13.9% | -26.8% | -25.8% |
| YTD | +41.8% | +21.7% | +20.1% | +12.6% |
| 1Y | +30.3% | +40.4% | -10.2% | -12.2% |
| 3Y | +697.3% | +161.3% | +536.0% | +161.5% |
| 5Y | +877.0% | +126.5% | +750.5% | +278.2% |
| All | +657.9% | +318.8% | +339.1% | +81.5% |
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