+2.0%
ISRG vs STLD
+292.4%
-290.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.6% | +3.1% | -4.7% | -2.4% |
| 30D | -2.3% | -9.0% | +6.7% | -0.1% |
| 3M | -12.4% | -12.4% | -0.1% | -9.9% |
| 6M | -26.8% | +25.5% | -52.3% | -32.1% |
| YTD | -35.3% | +43.6% | -78.9% | -42.5% |
| 1Y | -19.3% | +87.2% | -106.5% | -34.1% |
| 3Y | +18.1% | +135.2% | -117.1% | -12.8% |
| All | +2.0% | +292.4% | -290.4% | -40.4% |
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