+25.5%
ISRG vs SLV
+90.3%
-64.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | -2.0% | -5.8% | +3.8% | -1.2% |
| 30D | +5.6% | -12.1% | +17.7% | +7.5% |
| 3M | +10.5% | -24.1% | +34.7% | +14.6% |
| 6M | +2.6% | -44.4% | +47.0% | +11.2% |
| YTD | -21.7% | -31.5% | +9.8% | -21.8% |
| 1Y | -21.6% | -6.9% | -14.6% | -27.7% |
| 3Y | +57.0% | +116.0% | -59.0% | +12.2% |
| All | +25.5% | +90.3% | -64.8% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling