+500.7%
ISRG vs SFM
+138.2%
+362.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.5% | -2.7% |
| 7D | +4.8% | -1.2% | +6.0% | +4.9% |
| 30D | +9.2% | -24.8% | +34.0% | +12.9% |
| 3M | +21.2% | -43.7% | +64.9% | +30.3% |
| 6M | +0.2% | -37.3% | +37.5% | +5.9% |
| YTD | -20.1% | -38.4% | +18.3% | -15.8% |
| 1Y | -17.3% | -36.9% | +19.6% | -13.3% |
| 3Y | +63.3% | +20.7% | +42.6% | +55.5% |
| 5Y | +24.1% | +103.5% | -79.4% | +8.8% |
| All | +500.7% | +138.2% | +362.4% | +394.6% |
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