Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SEI vs RY✓SelectedUSD · RYSEI vs RY performance historyLatest closeAs of+5.80%09/09
Stock and ETF performance explorer

SEI vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+689.9%
RY return
+322.9%
Excess return
+367.0%
Maximum drawdown
-79.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+5.8%-1.0%+6.8%+7.0%
7D+28.2%-0.5%+28.7%+28.6%
30D+15.5%-1.9%+17.4%+18.1%
3M-1.4%+5.1%-6.5%-6.8%
6M+37.4%+28.2%+9.3%+3.1%
YTD+47.8%+22.9%+25.0%+17.0%
1Y+174.3%+45.5%+128.8%+78.9%
3Y+598.5%+156.7%+441.8%+134.8%
5Y+1,026.2%+137.7%+888.5%+315.5%
All+689.9%+322.9%+367.0%+88.5%

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