+22,093.8%
ISRG vs SRE
+1,931.4%
+20,162.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +2.1% | -8.2% | +10.3% | +6.0% |
| 30D | +6.2% | -3.6% | +9.8% | +7.8% |
| 3M | +14.4% | -6.3% | +20.7% | +17.0% |
| 6M | 0.0% | -13.0% | +13.0% | +5.5% |
| YTD | -20.5% | -9.2% | -11.3% | -18.3% |
| 1Y | -21.9% | -13.1% | -8.8% | -18.1% |
| 3Y | +62.2% | +22.4% | +39.8% | +40.3% |
| 5Y | +25.2% | +47.1% | -21.9% | -1.6% |
| 10Y | +537.3% | +121.0% | +416.4% | +298.1% |
| All | +22,093.8% | +1,931.4% | +20,162.4% | +6,232.0% |
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