+500.7%
ISRG vs SIMO
+379.7%
+121.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -3.9% |
| 7D | +4.8% | -22.0% | +26.8% | +8.1% |
| 30D | +9.2% | -43.0% | +52.3% | +17.4% |
| 3M | +21.2% | -39.1% | +60.3% | +27.3% |
| 6M | +0.2% | -33.3% | +33.5% | +0.3% |
| YTD | -20.1% | +77.0% | -97.0% | -38.2% |
| 1Y | -17.3% | +73.0% | -90.4% | -35.9% |
| 3Y | +63.3% | +215.7% | -152.4% | +5.3% |
| 5Y | +24.1% | +155.6% | -131.6% | -19.7% |
| All | +500.7% | +379.7% | +121.0% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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