-19.0%
ISRG vs SCHG
+13.0%
-32.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +1.7% |
| 7D | +0.7% | -1.0% | +1.7% | +1.5% |
| 30D | -8.0% | -1.3% | -6.7% | -7.1% |
| 3M | -10.6% | +5.4% | -16.0% | -13.9% |
| 6M | -25.1% | +14.4% | -39.5% | -32.3% |
| YTD | -34.8% | +8.0% | -42.9% | -38.8% |
| 1Y | -19.0% | +12.7% | -31.7% | -24.6% |
| All | -19.0% | +13.0% | -32.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling