+17.4%
ISRG vs SEI
+565.9%
-548.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +16.3% | -20.8% | -5.4% |
| 7D | -5.2% | +28.8% | -34.0% | -6.6% |
| 30D | -7.6% | +10.4% | -17.9% | -8.2% |
| 3M | -16.4% | -11.4% | -4.9% | -16.3% |
| 6M | -28.6% | +31.2% | -59.7% | -30.9% |
| YTD | -38.2% | +39.7% | -77.9% | -40.7% |
| 1Y | -25.5% | +149.0% | -174.5% | -32.7% |
| 3Y | +17.4% | +560.2% | -542.8% | +5.2% |
| All | +17.4% | +565.9% | -548.5% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling