+23,005.1%
ISRG vs STLD
+14,204.4%
+8,800.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -0.7% |
| 7D | +4.4% | -12.5% | +16.9% | +8.2% |
| 30D | +15.8% | -6.8% | +22.6% | +17.7% |
| 3M | +24.9% | -16.4% | +41.2% | +30.4% |
| 6M | +3.8% | -6.1% | +9.9% | +4.2% |
| YTD | -17.3% | +32.0% | -49.2% | -25.2% |
| 1Y | -14.6% | +45.5% | -60.1% | -25.0% |
| 3Y | +68.2% | +106.5% | -38.3% | +30.1% |
| 5Y | +28.4% | +267.2% | -238.8% | -18.4% |
| 10Y | +528.0% | +878.9% | -350.9% | +174.1% |
| All | +23,005.1% | +14,204.4% | +8,800.7% | +2,822.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling