+1,291.1%
SMH vs ISRG
+18,108.6%
-16,817.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.8% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | -0.5% | -2.3% | +1.8% | -0.1% |
| 3M | -9.6% | -12.4% | +2.8% | -7.8% |
| 6M | +42.1% | -26.8% | +68.9% | +50.4% |
| YTD | +57.4% | -35.3% | +92.7% | +71.2% |
| 1Y | +96.2% | -19.3% | +115.5% | +102.5% |
| 3Y | +267.9% | +18.1% | +249.8% | +251.3% |
| 5Y | +327.7% | +2.6% | +325.0% | +317.3% |
| 10Y | +1,764.6% | +379.4% | +1,385.2% | +1,307.5% |
| All | +1,291.1% | +18,108.6% | -16,817.5% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling