+550.7%
ISRG vs STLA
+0.5%
+550.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.9% |
| 7D | -6.8% | -11.6% | +4.9% | -3.6% |
| 30D | +5.1% | -6.2% | +11.3% | +6.6% |
| 3M | +12.0% | -24.6% | +36.6% | +20.1% |
| 6M | +7.0% | -44.9% | +51.9% | +24.4% |
| YTD | -20.6% | -62.3% | +41.6% | +0.7% |
| 1Y | -21.4% | -61.8% | +40.4% | -1.0% |
| 3Y | +62.0% | -75.3% | +137.3% | +121.8% |
| 5Y | +28.1% | -72.5% | +100.7% | +63.6% |
| 10Y | +550.7% | +0.8% | +549.9% | +506.4% |
| All | +550.7% | +0.5% | +550.2% | +506.4% |
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