+370.1%
ISRG vs SMTC
+504.7%
-134.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -5.0% | +22.5% | -27.5% | -9.2% |
| 30D | -10.2% | +24.9% | -35.1% | -15.3% |
| 3M | -17.2% | +4.1% | -21.3% | -20.6% |
| 6M | -28.4% | +92.6% | -121.0% | -42.3% |
| YTD | -37.6% | +122.5% | -160.1% | -51.9% |
| 1Y | -24.4% | +166.2% | -190.7% | -45.0% |
| 3Y | +18.4% | +577.2% | -558.7% | -44.1% |
| 5Y | -1.0% | +119.0% | -119.9% | -33.5% |
| 10Y | +370.1% | +527.9% | -157.7% | +126.1% |
| All | +370.1% | +504.7% | -134.6% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling