+356.0%
ISRG vs SFM
+293.3%
+62.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -3.6% |
| 7D | -5.2% | -5.8% | +0.6% | -4.4% |
| 30D | -7.6% | -11.4% | +3.8% | -6.1% |
| 3M | -16.4% | -12.2% | -4.2% | -15.0% |
| 6M | -28.6% | -5.2% | -23.4% | -28.5% |
| YTD | -38.2% | -4.5% | -33.7% | -38.3% |
| 1Y | -25.5% | -45.4% | +19.9% | -19.8% |
| 3Y | +17.4% | +91.1% | -73.7% | +5.9% |
| 5Y | -3.0% | +226.8% | -229.8% | -19.3% |
| 10Y | +356.0% | +291.9% | +64.1% | +258.7% |
| All | +356.0% | +293.3% | +62.6% | +258.7% |
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