+536.3%
ISRG vs SLV
+169.5%
+366.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.2% |
| 7D | +5.4% | +5.6% | -0.2% | +4.5% |
| 30D | +8.6% | -12.1% | +20.8% | +10.9% |
| 3M | +21.6% | -16.3% | +37.9% | +24.8% |
| 6M | +2.3% | -34.1% | +36.4% | +9.0% |
| YTD | -18.7% | -25.3% | +6.6% | -18.8% |
| 1Y | -17.8% | +9.6% | -27.4% | -25.3% |
| 3Y | +69.1% | +132.7% | -63.6% | +25.3% |
| 5Y | +26.5% | +113.7% | -87.2% | -6.1% |
| 10Y | +536.3% | +175.9% | +360.4% | +295.3% |
| All | +536.3% | +169.5% | +366.7% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling