+378.3%
ISRG vs SYF
+267.3%
+111.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.6% | +2.4% | -4.0% | -2.4% |
| 30D | -2.3% | +0.8% | -3.1% | -2.6% |
| 3M | -12.4% | +13.4% | -25.8% | -16.1% |
| 6M | -26.8% | +16.3% | -43.2% | -30.5% |
| YTD | -35.3% | -3.0% | -32.2% | -35.1% |
| 1Y | -19.3% | +5.7% | -25.0% | -21.5% |
| 3Y | +18.1% | +160.1% | -142.0% | -17.5% |
| 5Y | +2.6% | +88.5% | -85.9% | -22.8% |
| All | +378.3% | +267.3% | +111.0% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling