+616.1%
ISRG vs SPMO
+572.4%
+43.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -2.3% |
| 7D | -1.6% | +2.0% | -3.6% | -3.4% |
| 30D | -2.3% | -0.4% | -1.9% | -2.2% |
| 3M | -12.4% | -1.9% | -10.6% | -13.9% |
| 6M | -26.8% | +25.0% | -51.9% | -44.2% |
| YTD | -35.3% | +26.0% | -61.3% | -51.1% |
| 1Y | -19.3% | +28.7% | -48.0% | -40.6% |
| 3Y | +18.1% | +160.9% | -142.8% | -58.5% |
| 5Y | +2.6% | +147.9% | -145.3% | -61.6% |
| 10Y | +379.4% | +518.9% | -139.5% | -0.8% |
| All | +616.1% | +572.4% | +43.7% | +48.0% |
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 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