+23,662.1%
ISRG vs SGI
+1,905.4%
+21,756.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -2.1% |
| 7D | +4.8% | +1.0% | +3.9% | +4.6% |
| 30D | +9.2% | +3.9% | +5.3% | +8.3% |
| 3M | +21.2% | -0.8% | +22.0% | +21.2% |
| 6M | +0.2% | -18.0% | +18.2% | +4.3% |
| YTD | -20.1% | -27.6% | +7.6% | -15.0% |
| 1Y | -17.3% | -27.2% | +9.9% | -12.2% |
| 3Y | +63.3% | +76.0% | -12.7% | +40.2% |
| 5Y | +24.1% | +50.0% | -25.9% | +7.4% |
| 10Y | +507.0% | +399.1% | +107.9% | +265.4% |
| All | +23,662.1% | +1,905.4% | +21,756.7% | +8,206.6% |
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