+689.9%
SEI vs RY
+322.9%
+367.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 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