-21.4%
ISRG vs STLA
-61.0%
+39.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.2% |
| 7D | -6.8% | -11.6% | +4.9% | -5.8% |
| 30D | +5.1% | -6.2% | +11.3% | +5.7% |
| 3M | +12.0% | -24.6% | +36.6% | +14.1% |
| 6M | +7.0% | -44.9% | +51.9% | +10.5% |
| YTD | -20.6% | -62.3% | +41.6% | -17.0% |
| 1Y | -21.4% | -61.8% | +40.4% | -18.4% |
| All | -21.4% | -61.0% | +39.6% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling