+85.1%
ISRG vs SITM
+4,437.5%
-4,352.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -5.0% | +3.7% | -8.7% | -5.6% |
| 30D | -10.2% | -14.5% | +4.3% | -8.3% |
| 3M | -17.2% | -10.6% | -6.6% | -17.7% |
| 6M | -28.4% | +65.5% | -94.0% | -37.5% |
| YTD | -37.6% | +67.0% | -104.6% | -46.2% |
| 1Y | -24.4% | +138.6% | -163.1% | -40.0% |
| 3Y | +18.4% | +421.8% | -403.4% | -25.1% |
| 5Y | -1.0% | +172.4% | -173.4% | -35.6% |
| All | +85.1% | +4,437.5% | -4,352.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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