+23.9%
ISRG vs STLD
+255.4%
-231.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.5% |
| 7D | +4.8% | -11.1% | +15.9% | +7.8% |
| 30D | +9.2% | -4.8% | +14.0% | +10.3% |
| 3M | +21.2% | -14.6% | +35.7% | +25.4% |
| 6M | +0.2% | -7.4% | +7.6% | +0.8% |
| YTD | -20.1% | +32.6% | -52.6% | -28.1% |
| 1Y | -17.3% | +47.3% | -64.7% | -28.1% |
| 3Y | +63.3% | +107.5% | -44.2% | +23.2% |
| All | +23.9% | +255.4% | -231.5% | -29.7% |
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