+542.0%
SEI vs RY
+330.6%
+211.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +4.3% |
| 7D | +10.2% | +3.1% | +7.1% | +6.3% |
| 30D | -1.0% | -0.3% | -0.7% | -0.4% |
| 3M | -27.9% | +8.7% | -36.6% | -34.4% |
| 6M | +10.4% | +28.5% | -18.1% | -17.3% |
| YTD | +20.1% | +25.1% | -5.0% | -6.7% |
| 1Y | +109.7% | +46.3% | +63.4% | +36.1% |
| 3Y | +458.6% | +154.9% | +303.7% | +89.7% |
| 5Y | +775.3% | +140.3% | +635.0% | +219.6% |
| All | +542.0% | +330.6% | +211.4% | +50.3% |
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