+539.2%
ISRG vs SHAK
+97.6%
+441.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -3.1% |
| 30D | +5.6% | +9.0% | -3.5% | +3.2% |
| 3M | +10.5% | +1.8% | +8.7% | +9.4% |
| 6M | +2.6% | +17.3% | -14.7% | -2.7% |
| YTD | -21.7% | -7.6% | -14.1% | -23.0% |
| 1Y | -21.6% | -16.9% | -4.6% | -21.0% |
| 3Y | +57.0% | +35.1% | +22.0% | +32.3% |
| 5Y | +25.0% | -11.3% | +36.2% | +11.7% |
| All | +539.2% | +97.6% | +441.6% | +317.8% |
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