+135.5%
ISRG vs SITM
+3,535.1%
-3,399.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -1.0% |
| 7D | -6.8% | +17.2% | -23.9% | -9.3% |
| 30D | +5.1% | -17.1% | +22.2% | +7.0% |
| 3M | +12.0% | -29.2% | +41.2% | +15.8% |
| 6M | +7.0% | -47.6% | +54.6% | +13.7% |
| YTD | -20.6% | +33.8% | -54.4% | -30.3% |
| 1Y | -21.4% | +54.1% | -75.5% | -33.0% |
| 3Y | +62.0% | +337.6% | -275.6% | +3.8% |
| 5Y | +28.1% | +89.7% | -61.6% | -12.7% |
| All | +135.5% | +3,535.1% | -3,399.5% | -1.9% |
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