+378.3%
ISRG vs SAN
+347.3%
+31.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.6% | +1.8% | -3.4% | -2.2% |
| 30D | -2.3% | +2.0% | -4.2% | -2.9% |
| 3M | -12.4% | +19.7% | -32.2% | -17.5% |
| 6M | -26.8% | +30.6% | -57.5% | -33.2% |
| YTD | -35.3% | +28.8% | -64.1% | -40.9% |
| 1Y | -19.3% | +57.8% | -77.1% | -31.1% |
| 3Y | +18.1% | +338.1% | -320.0% | -29.0% |
| 5Y | +2.6% | +384.2% | -381.6% | -42.3% |
| All | +378.3% | +347.3% | +31.0% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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