+20.1%
ISRG vs SMR
+11.2%
+8.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +15.3% | -19.8% | -5.2% |
| 7D | -5.2% | +21.4% | -26.6% | -6.1% |
| 30D | -7.6% | +13.8% | -21.4% | -8.3% |
| 3M | -16.4% | +3.9% | -20.3% | -16.9% |
| 6M | -28.6% | -4.2% | -24.4% | -29.2% |
| YTD | -38.2% | -21.1% | -17.1% | -38.4% |
| 1Y | -25.5% | -67.1% | +41.6% | -23.6% |
| 3Y | +17.4% | +88.9% | -71.4% | +4.3% |
| All | +20.1% | +11.2% | +8.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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