+17,983.8%
ISRG vs SBAC
+355.0%
+17,628.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.7% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -2.3% | +6.9% | -9.2% | -3.4% |
| 3M | -12.4% | -8.2% | -4.2% | -11.5% |
| 6M | -26.8% | -1.6% | -25.2% | -27.3% |
| YTD | -35.3% | -0.1% | -35.1% | -35.9% |
| 1Y | -19.3% | -0.5% | -18.9% | -20.2% |
| 3Y | +18.1% | -9.1% | +27.2% | +17.2% |
| 5Y | +2.6% | -43.8% | +46.4% | +10.3% |
| 10Y | +379.4% | +80.5% | +298.9% | +330.7% |
| All | +17,983.8% | +355.0% | +17,628.8% | +16,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling