+15.4%
SOFI vs ISRG
+7.4%
+8.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.0% |
| 7D | -4.9% | +0.7% | -5.6% | -5.5% |
| 30D | -3.5% | -8.0% | +4.5% | +2.1% |
| 3M | +3.9% | -10.6% | +14.5% | +9.7% |
| 6M | -6.5% | -25.1% | +18.6% | +11.9% |
| YTD | -33.8% | -34.8% | +1.0% | -12.3% |
| 1Y | -33.3% | -19.0% | -14.3% | -26.7% |
| 3Y | +94.6% | +22.1% | +72.5% | +54.1% |
| All | +15.4% | +7.4% | +8.0% | -12.7% |
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