+22,068.6%
ISRG vs SMTC
+275.2%
+21,793.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -2.3% |
| 7D | -6.8% | +12.9% | -19.6% | -9.8% |
| 30D | +5.1% | -25.6% | +30.7% | +9.5% |
| 3M | +12.0% | -4.5% | +16.6% | +8.2% |
| 6M | +7.0% | -8.3% | +15.3% | +0.8% |
| YTD | -20.6% | +69.9% | -90.6% | -36.7% |
| 1Y | -21.4% | +73.9% | -95.4% | -38.0% |
| 3Y | +62.0% | +757.7% | -695.7% | -24.0% |
| 5Y | +28.1% | +38.7% | -10.6% | -9.5% |
| 10Y | +550.7% | +376.1% | +174.6% | +223.4% |
| All | +22,068.6% | +275.2% | +21,793.4% | +7,797.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling