+368.8%
SNXX vs ISRG
-30.7%
+399.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.5% | -5.4% |
| 7D | -12.0% | +0.7% | -12.7% | -11.3% |
| 30D | +37.9% | -8.0% | +45.9% | +31.4% |
| 3M | -52.7% | -10.6% | -42.1% | -50.6% |
| 6M | +194.8% | -25.1% | +219.9% | +197.9% |
| All | +368.8% | -30.7% | +399.5% | +315.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling