+19.2%
ISRG vs SCHG
+84.7%
-65.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.4% |
| 7D | -2.5% | -2.7% | +0.2% | 0.0% |
| 30D | -10.2% | -2.2% | -7.9% | -8.3% |
| 3M | -12.5% | +6.2% | -18.7% | -17.1% |
| 6M | -25.8% | +13.4% | -39.2% | -34.0% |
| YTD | -36.4% | +7.1% | -43.5% | -40.3% |
| 1Y | -19.9% | +12.5% | -32.4% | -28.5% |
| All | +19.2% | +84.7% | -65.5% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling