+2.0%
ISRG vs STLA
-62.4%
+64.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -1.6% | +2.6% | -4.2% | -2.2% |
| 30D | -2.3% | -1.2% | -1.0% | -2.1% |
| 3M | -12.4% | -24.8% | +12.3% | -6.5% |
| 6M | -26.8% | -25.6% | -1.3% | -22.1% |
| YTD | -35.3% | -48.9% | +13.7% | -24.9% |
| 1Y | -19.3% | -38.8% | +19.4% | -12.6% |
| 3Y | +18.1% | -64.5% | +82.7% | +42.9% |
| All | +2.0% | -62.4% | +64.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling