-24.4%
ISRG vs SPYG
+20.0%
-44.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -10.2% | -1.7% | -8.5% | -9.4% |
| 3M | -17.2% | +3.6% | -20.8% | -18.9% |
| 6M | -28.4% | +16.6% | -45.0% | -35.5% |
| YTD | -37.6% | +13.4% | -51.0% | -42.8% |
| 1Y | -24.4% | +19.6% | -44.0% | -29.6% |
| All | -24.4% | +20.0% | -44.4% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling