+16,798.7%
ISRG vs SPYG
+528.0%
+16,270.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.7% |
| 7D | -2.0% | +2.3% | -4.4% | -4.2% |
| 30D | +5.6% | -6.5% | +12.0% | +11.9% |
| 3M | +10.5% | -6.8% | +17.4% | +17.5% |
| 6M | +2.6% | -3.1% | +5.8% | +4.3% |
| YTD | -21.7% | +8.0% | -29.7% | -28.4% |
| 1Y | -21.6% | +10.2% | -31.8% | -29.7% |
| 3Y | +57.0% | +91.0% | -34.0% | -17.1% |
| 5Y | +25.0% | +67.7% | -42.8% | -24.4% |
| 10Y | +542.1% | +393.9% | +148.2% | +51.1% |
| All | +16,798.7% | +528.0% | +16,270.7% | +2,331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling