+374.7%
ISRG vs SPMO
+514.3%
-139.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.9% | +3.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -10.2% | -0.7% | -9.5% | -9.9% |
| 3M | -12.5% | +2.8% | -15.4% | -17.8% |
| 6M | -25.8% | +24.4% | -50.2% | -43.8% |
| YTD | -36.4% | +24.2% | -60.5% | -51.7% |
| 1Y | -19.9% | +24.5% | -44.4% | -39.6% |
| 3Y | +20.9% | +155.6% | -134.7% | -58.3% |
| 5Y | +5.7% | +148.2% | -142.5% | -62.0% |
| All | +374.7% | +514.3% | -139.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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