-25.5%
ISRG vs SMTC
+166.5%
-192.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.0% | -14.5% | -4.3% |
| 7D | -5.2% | +22.9% | -28.1% | -4.8% |
| 30D | -7.6% | +16.6% | -24.2% | -7.3% |
| 3M | -16.4% | +2.4% | -18.8% | -15.8% |
| 6M | -28.6% | +98.3% | -126.8% | -32.4% |
| YTD | -38.2% | +120.7% | -158.9% | -42.3% |
| 1Y | -25.5% | +168.3% | -193.8% | -31.8% |
| All | -25.5% | +166.5% | -192.0% | -31.8% |
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