+623.6%
SEI vs RY
+316.5%
+307.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.4% |
| 7D | -10.8% | -0.6% | -10.2% | -10.8% |
| 30D | -19.0% | +6.1% | -25.2% | -25.2% |
| 3M | +5.8% | -3.4% | +9.2% | +9.2% |
| 6M | -14.9% | +12.8% | -27.7% | -26.7% |
| YTD | +35.4% | +21.0% | +14.4% | +8.1% |
| 1Y | +23.9% | +40.5% | -16.6% | -16.6% |
| 3Y | +661.3% | +159.9% | +501.4% | +151.1% |
| 5Y | +822.2% | +125.0% | +697.3% | +259.5% |
| All | +623.6% | +316.5% | +307.1% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling