+16.8%
ISRG vs SHAK
-3.6%
+20.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +2.2% |
| 7D | -5.0% | -7.2% | +2.2% | -3.6% |
| 30D | -10.2% | -11.8% | +1.6% | -8.0% |
| 3M | -17.2% | +17.2% | -34.4% | -20.2% |
| 6M | -28.4% | -34.1% | +5.7% | -23.7% |
| YTD | -37.6% | -22.4% | -15.3% | -36.2% |
| 1Y | -24.4% | -35.9% | +11.5% | -19.6% |
| All | +16.8% | -3.6% | +20.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling