-1.0%
ISRG vs SPMO
+149.2%
-150.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -5.0% | +2.7% | -7.7% | -7.0% |
| 30D | -10.2% | +1.1% | -11.3% | -11.2% |
| 3M | -17.2% | +2.0% | -19.2% | -21.0% |
| 6M | -28.4% | +26.5% | -55.0% | -45.8% |
| YTD | -37.6% | +26.5% | -64.1% | -52.8% |
| 1Y | -24.4% | +27.9% | -52.4% | -43.8% |
| 3Y | +18.4% | +160.4% | -141.9% | -61.1% |
| 5Y | -1.0% | +151.5% | -152.5% | -65.4% |
| All | -1.0% | +149.2% | -150.2% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling