+21,593.2%
ISRG vs SPG
+3,354.0%
+18,239.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -6.1% | +3.1% | -9.2% | -7.2% |
| 30D | +4.2% | +16.4% | -12.2% | -1.3% |
| 3M | +9.6% | +7.1% | +2.6% | +6.9% |
| 6M | +1.9% | +16.1% | -14.2% | -3.6% |
| YTD | -22.3% | +30.4% | -52.8% | -29.7% |
| 1Y | -23.2% | +33.0% | -56.1% | -30.9% |
| 3Y | +58.5% | +134.6% | -76.1% | +15.6% |
| 5Y | +23.9% | +84.9% | -61.0% | -2.5% |
| 10Y | +536.7% | +114.9% | +421.8% | +317.0% |
| All | +21,593.2% | +3,354.0% | +18,239.2% | +3,321.5% |
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 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