+681.1%
SEI vs RY
+163.3%
+517.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +6.6% |
| 7D | -4.3% | -0.2% | -4.1% | -4.5% |
| 30D | -18.0% | +7.1% | -25.1% | -25.1% |
| 3M | +8.2% | -2.7% | +10.9% | +11.2% |
| 6M | -13.9% | +13.8% | -27.6% | -27.0% |
| YTD | +37.0% | +22.1% | +15.0% | +7.0% |
| 1Y | +24.5% | +43.1% | -18.6% | -18.7% |
| 3Y | +681.1% | +163.6% | +517.4% | +162.4% |
| All | +681.1% | +163.3% | +517.7% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling