+356.0%
ISRG vs SBAC
+76.8%
+279.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.6% | +3.2% | -10.8% | -8.7% |
| 3M | -16.4% | -5.1% | -11.3% | -15.3% |
| 6M | -28.6% | -2.1% | -26.5% | -29.4% |
| YTD | -38.2% | -0.5% | -37.7% | -39.7% |
| 1Y | -25.5% | +1.1% | -26.6% | -28.0% |
| 3Y | +17.4% | -7.4% | +24.9% | +12.6% |
| 5Y | -3.0% | -44.3% | +41.4% | +19.6% |
| 10Y | +356.0% | +77.6% | +278.4% | +267.3% |
| All | +356.0% | +76.8% | +279.2% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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