+1,475.7%
SMH vs ISRG
+542.9%
+932.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | +4.9% | -2.0% | +6.9% | +6.1% |
| 30D | -13.8% | +5.6% | -19.4% | -16.8% |
| 3M | -17.4% | +10.5% | -27.9% | -22.7% |
| 6M | -15.0% | +2.6% | -17.6% | -19.3% |
| YTD | +35.2% | -21.7% | +56.8% | +49.0% |
| 1Y | +41.6% | -21.6% | +63.2% | +55.9% |
| 3Y | +215.6% | +57.0% | +158.6% | +124.7% |
| 5Y | +233.2% | +25.0% | +208.2% | +160.4% |
| All | +1,475.7% | +542.9% | +932.8% | +456.5% |
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