+291.2%
ISRG vs SEI
+507.3%
-216.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.3% | -1.2% |
| 7D | -1.6% | +10.2% | -11.8% | -2.6% |
| 30D | -2.3% | -1.0% | -1.2% | -2.3% |
| 3M | -12.4% | -27.9% | +15.5% | -10.4% |
| 6M | -26.8% | +10.4% | -37.2% | -29.2% |
| YTD | -35.3% | +20.1% | -55.4% | -38.4% |
| 1Y | -19.3% | +109.7% | -129.1% | -29.4% |
| 3Y | +18.1% | +458.6% | -440.5% | -15.1% |
| 5Y | +2.6% | +775.3% | -772.6% | -34.4% |
| All | +291.2% | +507.3% | -216.1% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling