+23.9%
ISRG vs STLD
+288.2%
-264.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.9% |
| 7D | -6.1% | +6.9% | -13.0% | -7.7% |
| 30D | +4.2% | -1.5% | +5.7% | +4.3% |
| 3M | +9.6% | -9.7% | +19.3% | +11.9% |
| 6M | +1.9% | +2.3% | -0.5% | -0.2% |
| YTD | -22.3% | +41.0% | -63.3% | -31.3% |
| 1Y | -23.2% | +51.8% | -75.0% | -33.6% |
| 3Y | +58.5% | +126.4% | -67.9% | +16.6% |
| 5Y | +23.9% | +285.7% | -261.8% | -31.2% |
| All | +23.9% | +288.2% | -264.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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