+533.8%
ISRG vs SPYG
+397.7%
+136.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -1.9% |
| 7D | -6.1% | +4.2% | -10.3% | -10.2% |
| 30D | +4.2% | -7.4% | +11.6% | +12.5% |
| 3M | +9.6% | -5.3% | +14.9% | +15.3% |
| 6M | +1.9% | -1.2% | +3.0% | +1.4% |
| YTD | -22.3% | +9.0% | -31.3% | -30.8% |
| 1Y | -23.2% | +8.8% | -32.0% | -31.5% |
| 3Y | +58.5% | +92.8% | -34.2% | -27.0% |
| 5Y | +23.9% | +69.3% | -45.3% | -33.0% |
| All | +533.8% | +397.7% | +136.2% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling