+1,817.6%
SMH vs ISRG
+391.9%
+1,425.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.2% |
| 7D | +0.3% | +0.7% | -0.4% | -0.3% |
| 30D | -2.8% | -8.0% | +5.2% | +1.3% |
| 3M | -6.7% | -10.6% | +3.9% | -3.5% |
| 6M | +41.8% | -25.1% | +66.9% | +60.8% |
| YTD | +57.9% | -34.8% | +92.7% | +93.8% |
| 1Y | +87.6% | -19.0% | +106.7% | +99.9% |
| 3Y | +282.9% | +22.1% | +260.8% | +215.5% |
| 5Y | +330.4% | +8.2% | +322.2% | +266.0% |
| All | +1,817.6% | +391.9% | +1,425.7% | +661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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