+19,143.7%
ISRG vs SGI
+2,083.6%
+17,060.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.6% | +8.5% | -10.1% | -3.5% |
| 30D | -2.3% | +0.7% | -2.9% | -2.5% |
| 3M | -12.4% | +0.6% | -13.0% | -12.7% |
| 6M | -26.8% | -17.9% | -8.9% | -24.0% |
| YTD | -35.3% | -21.2% | -14.1% | -32.4% |
| 1Y | -19.3% | -18.9% | -0.5% | -16.6% |
| 3Y | +18.1% | +52.6% | -34.5% | +4.5% |
| 5Y | +2.6% | +60.7% | -58.1% | -12.6% |
| 10Y | +379.4% | +278.1% | +101.3% | +203.3% |
| All | +19,143.7% | +2,083.6% | +17,060.1% | +6,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling