+3.8%
ISRG vs STLD
-4.1%
+7.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -3.0% |
| 7D | +4.4% | -12.5% | +16.9% | +4.0% |
| 30D | +15.8% | -6.8% | +22.6% | +15.4% |
| 3M | +24.9% | -16.4% | +41.2% | +23.6% |
| 6M | +3.8% | -6.1% | +9.9% | +5.1% |
| All | +3.8% | -4.1% | +7.9% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling