+63.3%
ISRG vs SLV
+120.9%
-57.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | +4.8% | +5.1% | -0.3% | +4.3% |
| 30D | +9.2% | -12.9% | +22.1% | +10.6% |
| 3M | +21.2% | -16.1% | +37.2% | +22.9% |
| 6M | +0.2% | -33.2% | +33.4% | +3.8% |
| YTD | -20.1% | -27.2% | +7.2% | -21.0% |
| 1Y | -17.3% | +7.6% | -25.0% | -24.4% |
| 3Y | +63.3% | +122.3% | -59.0% | +27.4% |
| All | +63.3% | +120.9% | -57.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling