+22,612.5%
ISRG vs SRE
+1,941.5%
+20,671.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +5.4% | -8.4% | +13.8% | +9.6% |
| 30D | +8.6% | -3.2% | +11.8% | +10.0% |
| 3M | +21.6% | -5.3% | +26.9% | +23.7% |
| 6M | +2.3% | -12.6% | +14.9% | +7.8% |
| YTD | -18.7% | -8.8% | -9.9% | -16.6% |
| 1Y | -17.8% | -13.4% | -4.3% | -13.7% |
| 3Y | +69.1% | +24.4% | +44.7% | +45.2% |
| 5Y | +26.5% | +47.3% | -20.9% | -0.7% |
| 10Y | +536.3% | +116.7% | +419.6% | +301.2% |
| All | +22,612.5% | +1,941.5% | +20,671.1% | +6,365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling