+17.4%
ISRG vs SPMO
+161.5%
-144.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.8% |
| 7D | -5.2% | +3.4% | -8.6% | -7.1% |
| 30D | -7.6% | +0.5% | -8.1% | -8.0% |
| 3M | -16.4% | +1.9% | -18.3% | -19.3% |
| 6M | -28.6% | +27.8% | -56.4% | -44.2% |
| YTD | -38.2% | +26.7% | -64.8% | -51.3% |
| 1Y | -25.5% | +28.9% | -54.4% | -42.5% |
| 3Y | +17.4% | +160.7% | -143.3% | -57.0% |
| All | +17.4% | +161.5% | -144.1% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling