+356.0%
ISRG vs SGI
+261.3%
+94.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -5.2% | +9.3% | -14.5% | -7.3% |
| 30D | -7.6% | +6.9% | -14.4% | -9.2% |
| 3M | -16.4% | +2.8% | -19.2% | -17.1% |
| 6M | -28.6% | -12.6% | -16.0% | -26.7% |
| YTD | -38.2% | -21.5% | -16.6% | -35.1% |
| 1Y | -25.5% | -18.8% | -6.7% | -22.7% |
| 3Y | +17.4% | +60.8% | -43.4% | +1.2% |
| 5Y | -3.0% | +60.0% | -63.0% | -19.5% |
| 10Y | +356.0% | +267.8% | +88.1% | +186.1% |
| All | +356.0% | +261.3% | +94.6% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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