+17,983.8%
ISRG vs SPG
+2,963.8%
+15,020.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.7% |
| 30D | -2.3% | -6.8% | +4.6% | +0.3% |
| 3M | -12.4% | +2.7% | -15.1% | -13.3% |
| 6M | -26.8% | +5.5% | -32.3% | -28.4% |
| YTD | -35.3% | +15.7% | -51.0% | -38.8% |
| 1Y | -19.3% | +20.9% | -40.2% | -24.9% |
| 3Y | +18.1% | +112.4% | -94.2% | -10.7% |
| 5Y | +2.6% | +101.4% | -98.7% | -21.5% |
| 10Y | +379.4% | +60.6% | +318.8% | +250.9% |
| All | +17,983.8% | +2,963.8% | +15,020.1% | +2,880.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling