+26.5%
ISRG vs STLD
+269.6%
-243.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | +5.4% | -9.7% | +15.1% | +8.0% |
| 30D | +8.6% | -4.5% | +13.2% | +9.6% |
| 3M | +21.6% | -13.1% | +34.7% | +25.3% |
| 6M | +2.3% | -2.8% | +5.1% | +1.6% |
| YTD | -18.7% | +35.3% | -54.0% | -27.2% |
| 1Y | -17.8% | +51.4% | -69.1% | -28.9% |
| 3Y | +69.1% | +117.9% | -48.9% | +25.7% |
| 5Y | +26.5% | +272.6% | -246.1% | -28.8% |
| All | +26.5% | +269.6% | -243.1% | -28.8% |
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