+374.7%
ISRG vs SHAK
+81.5%
+293.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.5% |
| 7D | -2.5% | -11.0% | +8.4% | +0.2% |
| 30D | -10.2% | -14.0% | +3.9% | -7.0% |
| 3M | -12.5% | +13.3% | -25.8% | -15.6% |
| 6M | -25.8% | -35.3% | +9.5% | -19.7% |
| YTD | -36.4% | -24.0% | -12.4% | -34.1% |
| 1Y | -19.9% | -36.7% | +16.8% | -13.7% |
| 3Y | +20.9% | -5.4% | +26.2% | +12.0% |
| 5Y | +5.7% | -24.9% | +30.6% | -1.7% |
| All | +374.7% | +81.5% | +293.2% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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