-1.8%
ISRG vs SITM
+168.6%
-170.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.2% |
| 7D | -5.2% | +8.4% | -13.5% | -6.4% |
| 30D | -7.6% | -17.4% | +9.9% | -5.2% |
| 3M | -16.4% | -9.8% | -6.5% | -16.9% |
| 6M | -28.6% | +83.0% | -111.5% | -39.1% |
| YTD | -38.2% | +69.6% | -107.8% | -47.2% |
| 1Y | -25.5% | +144.9% | -170.4% | -41.9% |
| 3Y | +17.4% | +429.9% | -412.4% | -28.9% |
| All | -1.8% | +168.6% | -170.4% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling