-1.0%
ISRG vs SHAK
-25.9%
+24.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +2.5% |
| 7D | -5.0% | -7.2% | +2.2% | -3.3% |
| 30D | -10.2% | -11.8% | +1.6% | -7.5% |
| 3M | -17.2% | +17.2% | -34.4% | -20.9% |
| 6M | -28.4% | -34.1% | +5.7% | -22.7% |
| YTD | -37.6% | -22.4% | -15.3% | -35.8% |
| 1Y | -24.4% | -35.9% | +11.5% | -18.6% |
| 3Y | +18.4% | -3.4% | +21.8% | +6.9% |
| 5Y | -1.0% | -25.4% | +24.5% | -9.7% |
| All | -1.0% | -25.9% | +24.9% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling