+26.5%
ISRG vs SRE
+47.0%
-20.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +5.4% | -8.4% | +13.8% | +8.4% |
| 30D | +8.6% | -3.2% | +11.8% | +9.6% |
| 3M | +21.6% | -5.3% | +26.9% | +23.1% |
| 6M | +2.3% | -12.6% | +14.9% | +6.5% |
| YTD | -18.7% | -8.8% | -9.9% | -17.3% |
| 1Y | -17.8% | -13.4% | -4.3% | -14.6% |
| 3Y | +69.1% | +24.4% | +44.7% | +42.6% |
| 5Y | +26.5% | +47.3% | -20.9% | -3.2% |
| All | +26.5% | +47.0% | -20.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling