-23.2%
ISRG vs SITM
+51.8%
-74.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.2% |
| 7D | -6.1% | +32.5% | -38.7% | -5.3% |
| 30D | +4.2% | -18.8% | +23.0% | +4.2% |
| 3M | +9.6% | -30.9% | +40.5% | +9.3% |
| 6M | +1.9% | -44.5% | +46.3% | +2.6% |
| YTD | -22.3% | +33.2% | -55.6% | -28.9% |
| 1Y | -23.2% | +53.8% | -77.0% | -31.5% |
| All | -23.2% | +51.8% | -74.9% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling