+537.3%
ISRG vs SBAC
+103.9%
+433.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +2.1% | +3.6% | -1.5% | +0.9% |
| 30D | +6.2% | +4.9% | +1.3% | +4.4% |
| 3M | +14.4% | +6.5% | +7.9% | +11.6% |
| 6M | 0.0% | -11.1% | +11.1% | +3.5% |
| YTD | -20.5% | +0.9% | -21.5% | -23.0% |
| 1Y | -21.9% | -1.6% | -20.3% | -23.6% |
| 3Y | +62.2% | -7.0% | +69.2% | +56.1% |
| 5Y | +25.2% | -39.2% | +64.4% | +48.1% |
| 10Y | +537.3% | +111.4% | +426.0% | +431.8% |
| All | +537.3% | +103.9% | +433.4% | +431.8% |
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