+370.1%
ISRG vs SRE
+118.9%
+251.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -5.0% | +1.5% | -6.5% | -5.7% |
| 30D | -10.2% | +0.8% | -11.0% | -10.9% |
| 3M | -17.2% | -5.8% | -11.4% | -15.4% |
| 6M | -28.4% | -7.8% | -20.6% | -26.5% |
| YTD | -37.6% | -2.4% | -35.3% | -37.8% |
| 1Y | -24.4% | +8.9% | -33.3% | -28.7% |
| 3Y | +18.4% | +31.1% | -12.6% | -1.6% |
| 5Y | -1.0% | +48.6% | -49.6% | -23.4% |
| 10Y | +370.1% | +126.1% | +244.0% | +199.6% |
| All | +370.1% | +118.9% | +251.2% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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