+21,593.2%
ISRG vs SIRI
-89.7%
+21,682.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -6.1% | -3.7% | -2.4% | -5.8% |
| 30D | +4.2% | +20.4% | -16.2% | +2.4% |
| 3M | +9.6% | +12.5% | -2.9% | +8.3% |
| 6M | +1.9% | +23.4% | -21.6% | -0.3% |
| YTD | -22.3% | +65.2% | -87.5% | -26.2% |
| 1Y | -23.2% | +52.4% | -75.5% | -26.4% |
| 3Y | +58.5% | -22.6% | +81.1% | +59.0% |
| 5Y | +23.9% | -41.7% | +65.6% | +25.8% |
| 10Y | +536.7% | -7.8% | +544.5% | +520.2% |
| All | +21,593.2% | -89.7% | +21,682.9% | +22,341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling