+57.0%
ISRG vs SITM
+318.4%
-261.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.4% | +1.3% |
| 7D | -2.0% | +6.6% | -8.7% | -2.6% |
| 30D | +5.6% | -15.3% | +20.9% | +6.6% |
| 3M | +10.5% | -35.4% | +45.9% | +13.8% |
| 6M | +2.6% | -46.8% | +49.4% | +6.9% |
| YTD | -21.7% | +25.9% | -47.5% | -29.3% |
| 1Y | -21.6% | +54.0% | -75.6% | -31.6% |
| 3Y | +57.0% | +315.6% | -258.5% | +11.6% |
| All | +57.0% | +318.4% | -261.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling