+172.7%
ISRG vs SPOT
+227.0%
-54.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | +0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -2.3% | +12.5% | -14.7% | -5.7% |
| 3M | -12.4% | +9.9% | -22.3% | -15.2% |
| 6M | -26.8% | +1.6% | -28.4% | -28.3% |
| YTD | -35.3% | -6.6% | -28.7% | -35.4% |
| 1Y | -19.3% | -22.9% | +3.6% | -15.2% |
| 3Y | +18.1% | +244.3% | -226.1% | -24.7% |
| 5Y | +2.6% | +117.8% | -115.2% | -30.4% |
| All | +172.7% | +227.0% | -54.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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