+94.7%
SOFI vs ISRG
+17.7%
+77.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.3% |
| 7D | -2.9% | -5.0% | +2.2% | +0.1% |
| 30D | -4.4% | -10.2% | +5.8% | +1.8% |
| 3M | +5.2% | -17.2% | +22.4% | +15.9% |
| 6M | -7.8% | -28.4% | +20.7% | +11.6% |
| YTD | -33.8% | -37.6% | +3.8% | -12.3% |
| 1Y | -33.3% | -24.4% | -8.8% | -23.8% |
| All | +94.7% | +17.7% | +77.0% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling