+16.8%
ISRG vs SIRI
-24.2%
+41.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -5.0% | -3.9% | -1.1% | -4.4% |
| 30D | -10.2% | -0.8% | -9.4% | -10.1% |
| 3M | -17.2% | +4.3% | -21.5% | -17.7% |
| 6M | -28.4% | +34.1% | -62.5% | -31.4% |
| YTD | -37.6% | +47.3% | -84.9% | -41.2% |
| 1Y | -24.4% | +22.9% | -47.4% | -27.0% |
| All | +16.8% | -24.2% | +41.0% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling