-24.4%
ISRG vs SYF
+4.8%
-29.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -10.2% | -1.1% | -9.1% | -9.9% |
| 3M | -17.2% | +7.4% | -24.6% | -19.5% |
| 6M | -28.4% | +16.2% | -44.6% | -32.0% |
| YTD | -37.6% | -6.1% | -31.5% | -37.3% |
| 1Y | -24.4% | +3.4% | -27.8% | -27.3% |
| All | -24.4% | +4.8% | -29.3% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling