+537.3%
ISRG vs STRL
+3,927.3%
-3,389.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.1% | -19.8% | +21.9% | +4.2% |
| 30D | +6.2% | -43.6% | +49.7% | +13.5% |
| 3M | +14.4% | -45.2% | +59.6% | +22.1% |
| 6M | 0.0% | -65.7% | +65.7% | +12.2% |
| YTD | -20.5% | -5.4% | -15.1% | -28.2% |
| 1Y | -21.9% | -24.7% | +2.8% | -26.7% |
| 3Y | +62.2% | +335.0% | -272.9% | +1.2% |
| 5Y | +25.2% | +915.3% | -890.1% | -36.6% |
| 10Y | +537.3% | +3,877.5% | -3,340.1% | +143.2% |
| All | +537.3% | +3,927.3% | -3,389.9% | +143.2% |
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