+920.6%
ISRG vs SCHG
+1,135.4%
-214.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -3.7% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | -7.6% | -1.5% | -6.1% | -6.2% |
| 3M | -16.4% | +4.4% | -20.7% | -19.9% |
| 6M | -28.6% | +15.7% | -44.3% | -38.5% |
| YTD | -38.2% | +8.3% | -46.5% | -43.1% |
| 1Y | -25.5% | +14.2% | -39.7% | -35.2% |
| 3Y | +17.4% | +88.3% | -70.8% | -39.1% |
| 5Y | -3.0% | +83.5% | -86.4% | -48.2% |
| 10Y | +356.0% | +444.2% | -88.2% | -15.8% |
| All | +920.6% | +1,135.4% | -214.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling