+356.0%
ISRG vs SPG
+61.5%
+294.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.6% | -4.9% | -2.6% | -6.1% |
| 3M | -16.4% | +3.3% | -19.7% | -17.2% |
| 6M | -28.6% | +11.2% | -39.8% | -31.0% |
| YTD | -38.2% | +17.1% | -55.2% | -41.2% |
| 1Y | -25.5% | +21.6% | -47.1% | -30.0% |
| 3Y | +17.4% | +111.9% | -94.4% | -6.6% |
| 5Y | -3.0% | +106.9% | -109.9% | -22.8% |
| 10Y | +356.0% | +62.2% | +293.8% | +293.5% |
| All | +356.0% | +61.5% | +294.4% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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