+45.2%
ISRG vs SOUN
-25.7%
+70.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +0.9% |
| 7D | -5.0% | -4.4% | -0.6% | -4.8% |
| 30D | -10.2% | -13.1% | +2.9% | -9.7% |
| 3M | -17.2% | -7.7% | -9.5% | -17.1% |
| 6M | -28.4% | -21.2% | -7.3% | -28.1% |
| YTD | -37.6% | -35.0% | -2.6% | -36.9% |
| 1Y | -24.4% | -56.4% | +31.9% | -22.6% |
| 3Y | +18.4% | +181.7% | -163.3% | +12.5% |
| All | +45.2% | -25.7% | +70.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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