+5.7%
ISRG vs SCHG
+81.2%
-75.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.5% |
| 7D | -2.5% | -2.7% | +0.2% | +0.1% |
| 30D | -10.2% | -2.2% | -7.9% | -8.2% |
| 3M | -12.5% | +6.2% | -18.7% | -17.4% |
| 6M | -25.8% | +13.4% | -39.2% | -34.5% |
| YTD | -36.4% | +7.1% | -43.5% | -40.6% |
| 1Y | -19.9% | +12.5% | -32.4% | -29.0% |
| 3Y | +20.9% | +86.2% | -65.3% | -36.0% |
| 5Y | +5.7% | +83.9% | -78.3% | -42.7% |
| All | +5.7% | +81.2% | -75.5% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling