+373.2%
ISRG vs SEI
+605.9%
-232.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -2.0% | +10.5% | -12.5% | -2.9% |
| 30D | +5.6% | -8.0% | +13.6% | +5.4% |
| 3M | +10.5% | +6.7% | +3.8% | +8.0% |
| 6M | +2.6% | -17.0% | +19.6% | +1.8% |
| YTD | -21.7% | +39.7% | -61.3% | -27.8% |
| 1Y | -21.6% | +43.2% | -64.7% | -28.1% |
| 3Y | +57.0% | +676.3% | -619.3% | +6.6% |
| 5Y | +25.0% | +891.0% | -866.0% | -22.0% |
| All | +373.2% | +605.9% | -232.8% | +183.7% |
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