+24,487.0%
ISRG vs SGI
+2,021.1%
+22,466.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.2% |
| 7D | +4.4% | +5.3% | -0.9% | +3.2% |
| 30D | +15.8% | +8.2% | +7.6% | +13.7% |
| 3M | +24.9% | -2.2% | +27.1% | +25.2% |
| 6M | +3.8% | -8.4% | +12.2% | +5.3% |
| YTD | -17.3% | -23.4% | +6.2% | -13.1% |
| 1Y | -14.6% | -14.0% | -0.6% | -12.9% |
| 3Y | +68.2% | +78.8% | -10.6% | +43.8% |
| 5Y | +28.4% | +58.6% | -30.2% | +9.7% |
| 10Y | +528.0% | +427.8% | +100.2% | +273.2% |
| All | +24,487.0% | +2,021.1% | +22,466.0% | +8,385.4% |
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