+376.2%
ISRG vs STRL
+7,064.8%
-6,688.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.7% |
| 7D | -1.6% | +3.4% | -5.0% | -2.1% |
| 30D | -2.3% | -9.2% | +7.0% | -1.1% |
| 3M | -12.4% | -51.0% | +38.6% | -4.3% |
| 6M | -26.8% | +15.8% | -42.6% | -33.0% |
| YTD | -35.3% | +58.9% | -94.1% | -44.4% |
| 1Y | -19.3% | +68.5% | -87.8% | -32.7% |
| 3Y | +18.1% | +485.2% | -467.1% | -26.6% |
| 5Y | +2.6% | +2,005.1% | -2,002.5% | -51.6% |
| All | +376.2% | +7,064.8% | -6,688.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling