+378.3%
ISRG vs STLA
+51.8%
+326.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | -2.3% | -1.2% | -1.0% | -2.1% |
| 3M | -12.4% | -24.8% | +12.3% | -5.9% |
| 6M | -26.8% | -25.6% | -1.3% | -21.6% |
| YTD | -35.3% | -48.9% | +13.7% | -24.2% |
| 1Y | -19.3% | -38.8% | +19.4% | -11.6% |
| 3Y | +18.1% | -64.5% | +82.7% | +45.8% |
| 5Y | +2.6% | -62.4% | +65.1% | +20.4% |
| All | +378.3% | +51.8% | +326.5% | +323.4% |
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