+539.2%
ISRG vs SIRI
-7.4%
+546.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.6% |
| 30D | +5.6% | +21.1% | -15.6% | +0.7% |
| 3M | +10.5% | +14.7% | -4.2% | +6.7% |
| 6M | +2.6% | +22.9% | -20.3% | -2.8% |
| YTD | -21.7% | +65.7% | -87.4% | -31.5% |
| 1Y | -21.6% | +53.5% | -75.0% | -30.1% |
| 3Y | +57.0% | -23.0% | +80.0% | +59.4% |
| 5Y | +25.0% | -41.5% | +66.5% | +32.1% |
| All | +539.2% | -7.4% | +546.6% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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