+370.1%
ISRG vs SPXS
-99.5%
+469.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +1.5% |
| 7D | -5.0% | +1.2% | -6.3% | -4.5% |
| 30D | -10.2% | +5.2% | -15.4% | -8.2% |
| 3M | -17.2% | -9.2% | -8.0% | -19.6% |
| 6M | -28.4% | -29.6% | +1.2% | -36.8% |
| YTD | -37.6% | -27.6% | -10.0% | -43.9% |
| 1Y | -24.4% | -36.7% | +12.3% | -35.2% |
| 3Y | +18.4% | -79.8% | +98.3% | -28.0% |
| 5Y | -1.0% | -85.9% | +84.9% | -35.6% |
| 10Y | +370.1% | -99.5% | +469.7% | +35.4% |
| All | +370.1% | -99.5% | +469.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling