+18,104.7%
ISRG vs SIRI
-90.6%
+18,195.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -8.0% | +2.5% | -10.5% | -8.3% |
| 3M | -10.6% | +6.6% | -17.2% | -11.2% |
| 6M | -25.1% | +32.9% | -58.0% | -27.2% |
| YTD | -34.8% | +50.5% | -85.3% | -37.5% |
| 1Y | -19.0% | +28.0% | -47.0% | -21.2% |
| 3Y | +22.1% | -22.4% | +44.5% | +22.2% |
| 5Y | +8.2% | -41.3% | +49.5% | +9.8% |
| 10Y | +391.3% | -10.4% | +401.7% | +380.4% |
| All | +18,104.7% | -90.6% | +18,195.3% | +18,905.4% |
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