+17,983.8%
ISRG vs SRE
+2,059.9%
+15,923.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -2.3% | -0.7% | -1.5% | -2.3% |
| 3M | -12.4% | -6.3% | -6.1% | -10.2% |
| 6M | -26.8% | -10.7% | -16.2% | -23.7% |
| YTD | -35.3% | -3.5% | -31.8% | -35.1% |
| 1Y | -19.3% | +5.3% | -24.6% | -22.6% |
| 3Y | +18.1% | +31.8% | -13.7% | -1.0% |
| 5Y | +2.6% | +47.4% | -44.7% | -19.1% |
| 10Y | +379.4% | +120.6% | +258.9% | +200.6% |
| All | +17,983.8% | +2,059.9% | +15,923.9% | +4,935.4% |
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