+10.4%
SEI vs RY
+27.2%
-16.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +4.6% |
| 7D | +10.2% | +3.1% | +7.1% | +4.8% |
| 30D | -1.0% | -0.3% | -0.7% | -0.2% |
| 3M | -27.9% | +8.7% | -36.6% | -36.1% |
| 6M | +10.4% | +28.5% | -18.1% | -28.5% |
| All | +10.4% | +27.2% | -16.8% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling