+130.5%
ISRG vs SITM
+3,519.6%
-3,389.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -6.1% | +32.5% | -38.7% | -10.3% |
| 30D | +4.2% | -18.8% | +23.0% | +6.5% |
| 3M | +9.6% | -30.9% | +40.5% | +13.8% |
| 6M | +1.9% | -44.5% | +46.3% | +7.2% |
| YTD | -22.3% | +33.2% | -55.6% | -31.7% |
| 1Y | -23.2% | +53.8% | -77.0% | -34.5% |
| 3Y | +58.5% | +335.7% | -277.2% | +1.6% |
| 5Y | +23.9% | +84.6% | -60.7% | -15.2% |
| All | +130.5% | +3,519.6% | -3,389.1% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling