+500.7%
ISRG vs STLA
+18.3%
+482.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | +4.8% | -4.5% | +9.3% | +6.1% |
| 30D | +9.2% | -3.9% | +13.1% | +10.0% |
| 3M | +21.2% | -20.2% | +41.3% | +27.8% |
| 6M | +0.2% | -42.2% | +42.4% | +14.9% |
| YTD | -20.1% | -59.3% | +39.3% | -0.8% |
| 1Y | -17.3% | -56.1% | +38.7% | -0.2% |
| 3Y | +63.3% | -73.7% | +137.0% | +119.1% |
| 5Y | +24.1% | -70.3% | +94.4% | +54.7% |
| All | +500.7% | +18.3% | +482.3% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling