+536.3%
ISRG vs SYF
+218.0%
+318.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +5.4% | -4.7% | +10.1% | +7.1% |
| 30D | +8.6% | +0.6% | +8.1% | +8.4% |
| 3M | +21.6% | -6.8% | +28.4% | +24.2% |
| 6M | +2.3% | +0.5% | +1.8% | +1.7% |
| YTD | -18.7% | -11.1% | -7.5% | -16.2% |
| 1Y | -17.8% | +1.3% | -19.0% | -18.8% |
| 3Y | +69.1% | +164.6% | -95.6% | +16.8% |
| 5Y | +26.5% | +65.2% | -38.7% | -0.7% |
| 10Y | +536.3% | +204.6% | +331.7% | +286.8% |
| All | +536.3% | +218.0% | +318.3% | +286.8% |
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