+536.3%
ISRG vs SBAC
+97.3%
+439.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +5.4% | +3.0% | +2.5% | +4.5% |
| 30D | +8.6% | +4.3% | +4.3% | +7.1% |
| 3M | +21.6% | +4.1% | +17.4% | +19.5% |
| 6M | +2.3% | -11.6% | +14.0% | +6.1% |
| YTD | -18.7% | +0.4% | -19.0% | -21.0% |
| 1Y | -17.8% | -1.1% | -16.6% | -19.7% |
| 3Y | +69.1% | -7.3% | +76.3% | +62.8% |
| 5Y | +26.5% | -40.8% | +67.2% | +51.4% |
| 10Y | +536.3% | +103.0% | +433.3% | +423.7% |
| All | +536.3% | +97.3% | +439.0% | +423.7% |
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