+1,143.8%
SMH vs ISRG
+22,221.5%
-21,077.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +0.5% | -6.8% | +7.3% | +2.1% |
| 30D | -14.2% | +5.1% | -19.3% | -15.3% |
| 3M | -11.5% | +12.0% | -23.6% | -14.1% |
| 6M | -12.0% | +7.0% | -19.0% | -14.5% |
| YTD | +40.8% | -20.6% | +61.4% | +45.9% |
| 1Y | +44.9% | -21.4% | +66.3% | +50.5% |
| 3Y | +226.7% | +62.0% | +164.7% | +190.7% |
| 5Y | +250.6% | +28.1% | +222.4% | +225.1% |
| 10Y | +1,523.4% | +550.7% | +972.7% | +1,050.8% |
| All | +1,143.8% | +22,221.5% | -21,077.7% | +435.9% |
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