+2,625.5%
ISRG vs SPXS
-100.0%
+2,725.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.3% | +0.8% | -3.1% | -1.8% |
| 3M | -12.4% | -4.7% | -7.7% | -13.2% |
| 6M | -26.8% | -29.6% | +2.8% | -34.8% |
| YTD | -35.3% | -29.8% | -5.4% | -42.0% |
| 1Y | -19.3% | -38.9% | +19.6% | -30.9% |
| 3Y | +18.1% | -79.6% | +97.8% | -24.6% |
| 5Y | +2.6% | -85.9% | +88.6% | -30.6% |
| 10Y | +379.4% | -99.5% | +479.0% | +43.0% |
| All | +2,625.5% | -100.0% | +2,725.5% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling