-24.4%
ISRG vs SRE
+10.5%
-35.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.8% |
| 7D | -5.0% | +1.5% | -6.5% | -4.9% |
| 30D | -10.2% | +0.8% | -11.0% | -10.2% |
| 3M | -17.2% | -5.8% | -11.4% | -16.9% |
| 6M | -28.4% | -7.8% | -20.6% | -28.4% |
| YTD | -37.6% | -2.4% | -35.3% | -37.8% |
| 1Y | -24.4% | +8.9% | -33.3% | -26.3% |
| All | -24.4% | +10.5% | -35.0% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling