+4,800.5%
SNDK vs ISRG
-40.2%
+4,840.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +13.6% | -5.0% | +18.6% | +15.7% |
| 30D | +42.5% | -10.2% | +52.7% | +48.1% |
| 3M | +7.1% | -17.2% | +24.3% | +14.6% |
| 6M | +199.7% | -28.4% | +228.1% | +253.7% |
| YTD | +643.2% | -37.6% | +680.8% | +887.4% |
| 1Y | +2,402.0% | -24.4% | +2,426.5% | +2,770.4% |
| All | +4,800.5% | -40.2% | +4,840.7% | +6,380.5% |
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 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