-3.0%
ISRG vs SPXU
-86.0%
+83.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -3.8% |
| 7D | -5.2% | -1.5% | -3.7% | -5.7% |
| 30D | -7.6% | +3.7% | -11.3% | -5.9% |
| 3M | -16.4% | -9.6% | -6.8% | -19.0% |
| 6M | -28.6% | -32.4% | +3.8% | -38.3% |
| YTD | -38.2% | -28.7% | -9.5% | -45.0% |
| 1Y | -25.5% | -38.2% | +12.7% | -37.1% |
| 3Y | +17.4% | -80.4% | +97.9% | -32.0% |
| 5Y | -3.0% | -86.0% | +83.1% | -37.6% |
| All | -3.0% | -86.0% | +83.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling