+536.3%
ISRG vs STLA
+21.0%
+515.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +5.4% | -6.4% | +11.8% | +7.3% |
| 30D | +8.6% | -1.3% | +10.0% | +8.6% |
| 3M | +21.6% | -19.9% | +41.5% | +28.1% |
| 6M | +2.3% | -42.9% | +45.2% | +17.7% |
| YTD | -18.7% | -59.4% | +40.7% | +0.9% |
| 1Y | -17.8% | -56.8% | +39.1% | -0.2% |
| 3Y | +69.1% | -73.1% | +142.1% | +125.1% |
| 5Y | +26.5% | -70.1% | +96.6% | +57.3% |
| 10Y | +536.3% | +19.8% | +516.5% | +515.4% |
| All | +536.3% | +21.0% | +515.3% | +515.4% |
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