+19.2%
ISRG vs SPG
+112.6%
-93.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -0.4% |
| 30D | -2.3% | -6.8% | +4.6% | +1.3% |
| 3M | -12.4% | +2.7% | -15.1% | -13.7% |
| 6M | -26.8% | +5.5% | -32.3% | -29.0% |
| YTD | -35.3% | +15.7% | -51.0% | -40.2% |
| 1Y | -19.3% | +20.9% | -40.2% | -27.3% |
| All | +19.2% | +112.6% | -93.4% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling