+374.7%
ISRG vs SPYG
+420.3%
-45.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.9% |
| 7D | -2.5% | -1.8% | -0.7% | -0.6% |
| 30D | -10.2% | -1.9% | -8.2% | -8.3% |
| 3M | -12.5% | +5.2% | -17.7% | -17.7% |
| 6M | -25.8% | +15.6% | -41.4% | -37.5% |
| YTD | -36.4% | +12.4% | -48.8% | -44.7% |
| 1Y | -19.9% | +17.5% | -37.3% | -34.0% |
| 3Y | +20.9% | +98.1% | -77.2% | -45.4% |
| 5Y | +5.7% | +84.9% | -79.3% | -47.9% |
| All | +374.7% | +420.3% | -45.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling