+1.6%
ISRG vs SMTC
+91.0%
-89.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.1% | -2.1% |
| 7D | -1.6% | +12.7% | -14.3% | -3.3% |
| 30D | -2.3% | +22.0% | -24.2% | -5.8% |
| 3M | -12.4% | -12.7% | +0.2% | -12.5% |
| 6M | -26.8% | +64.8% | -91.6% | -35.7% |
| YTD | -35.3% | +100.7% | -135.9% | -45.4% |
| 1Y | -19.3% | +146.9% | -166.2% | -35.2% |
| 3Y | +18.1% | +456.8% | -438.7% | -28.8% |
| All | +1.6% | +91.0% | -89.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling