+17.4%
ISRG vs SPYG
+100.8%
-83.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.1% |
| 7D | -5.2% | +1.2% | -6.4% | -6.1% |
| 30D | -7.6% | -1.6% | -6.0% | -6.4% |
| 3M | -16.4% | +3.4% | -19.7% | -19.0% |
| 6M | -28.6% | +18.9% | -47.5% | -39.5% |
| YTD | -38.2% | +13.8% | -52.0% | -45.5% |
| 1Y | -25.5% | +20.6% | -46.1% | -38.1% |
| 3Y | +17.4% | +100.5% | -83.1% | -45.9% |
| All | +17.4% | +100.8% | -83.3% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling