+536.3%
ISRG vs SFM
+146.8%
+389.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +5.4% | -10.2% | +15.7% | +7.0% |
| 30D | +8.6% | -23.9% | +32.5% | +12.1% |
| 3M | +21.6% | -42.3% | +63.8% | +30.3% |
| 6M | +2.3% | -40.1% | +42.5% | +8.8% |
| YTD | -18.7% | -37.8% | +19.1% | -14.5% |
| 1Y | -17.8% | -37.1% | +19.3% | -13.7% |
| 3Y | +69.1% | +21.5% | +47.5% | +60.8% |
| 5Y | +26.5% | +103.8% | -77.3% | +10.8% |
| 10Y | +536.3% | +142.0% | +394.3% | +425.4% |
| All | +536.3% | +146.8% | +389.5% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling