+276.8%
ISRG vs SEI
+647.2%
-370.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.3% |
| 7D | -5.0% | +28.2% | -33.2% | -7.7% |
| 30D | -10.2% | +15.5% | -25.7% | -11.9% |
| 3M | -17.2% | -1.4% | -15.8% | -18.1% |
| 6M | -28.4% | +37.4% | -65.8% | -32.4% |
| YTD | -37.6% | +47.8% | -85.5% | -42.0% |
| 1Y | -24.4% | +174.3% | -198.7% | -36.0% |
| 3Y | +18.4% | +598.5% | -580.0% | -17.1% |
| 5Y | -1.0% | +1,026.2% | -1,027.2% | -38.7% |
| All | +276.8% | +647.2% | -370.4% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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