-19.3%
ISRG vs SMTC
+154.8%
-174.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.1% | -0.7% |
| 7D | -1.6% | +12.7% | -14.3% | -1.4% |
| 30D | -2.3% | +22.0% | -24.2% | -2.2% |
| 3M | -12.4% | -12.7% | +0.2% | -11.8% |
| 6M | -26.8% | +64.8% | -91.6% | -30.3% |
| YTD | -35.3% | +100.7% | -135.9% | -39.8% |
| 1Y | -19.3% | +146.9% | -166.2% | -26.6% |
| All | -19.3% | +154.8% | -174.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling