+778.9%
ISRG vs SPMO
+483.2%
+295.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +2.1% | -2.6% | +4.8% | +4.0% |
| 30D | +6.2% | -14.2% | +20.4% | +20.4% |
| 3M | +14.4% | -12.7% | +27.1% | +27.0% |
| 6M | 0.0% | -9.6% | +9.6% | +3.1% |
| YTD | -20.5% | +9.3% | -29.8% | -32.7% |
| 1Y | -21.9% | +8.2% | -30.1% | -33.3% |
| 3Y | +62.2% | +119.4% | -57.2% | -34.1% |
| 5Y | +25.2% | +112.5% | -87.3% | -46.9% |
| 10Y | +537.3% | +449.2% | +88.1% | +47.6% |
| All | +778.9% | +483.2% | +295.7% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling