+50.9%
ISRG vs SMR
-52.0%
+102.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.8% |
| 7D | -6.1% | +10.3% | -16.4% | -6.6% |
| 30D | +4.2% | -25.7% | +30.0% | +5.3% |
| 3M | +9.6% | -49.7% | +59.4% | +12.2% |
| 6M | +1.9% | -59.8% | +61.7% | +4.8% |
| YTD | -22.3% | -66.0% | +43.7% | -20.1% |
| 1Y | -23.2% | -81.4% | +58.3% | -18.9% |
| 3Y | +58.5% | +130.6% | -72.1% | +37.5% |
| All | +50.9% | -52.0% | +102.9% | +34.6% |
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