+2,456.2%
ISRG vs SPXU
-100.0%
+2,556.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -1.8% |
| 7D | +2.1% | +0.5% | +1.6% | +2.9% |
| 30D | +6.2% | +10.9% | -4.8% | +11.3% |
| 3M | +14.4% | +9.6% | +4.8% | +19.8% |
| 6M | 0.0% | -4.7% | +4.7% | +0.1% |
| YTD | -20.5% | -24.6% | +4.1% | -26.2% |
| 1Y | -21.9% | -24.7% | +2.8% | -27.2% |
| 3Y | +62.2% | -80.0% | +142.2% | +2.3% |
| 5Y | +25.2% | -83.5% | +108.7% | -10.2% |
| 10Y | +537.3% | -99.5% | +636.8% | +99.3% |
| All | +2,456.2% | -100.0% | +2,556.2% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling