+533.8%
ISRG vs SPYM
+311.5%
+222.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | -6.1% | +3.3% | -9.4% | -9.8% |
| 30D | +4.2% | -2.6% | +6.9% | +7.6% |
| 3M | +9.6% | -1.7% | +11.4% | +11.8% |
| 6M | +1.9% | +3.1% | -1.3% | -2.3% |
| YTD | -22.3% | +12.0% | -34.3% | -32.8% |
| 1Y | -23.2% | +12.1% | -35.3% | -33.6% |
| 3Y | +58.5% | +78.5% | -20.0% | -23.1% |
| 5Y | +23.9% | +73.8% | -49.9% | -36.5% |
| All | +533.8% | +311.5% | +222.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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