+500.7%
ISRG vs STRL
+3,580.1%
-3,079.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -3.8% |
| 7D | +4.8% | -26.9% | +31.7% | +8.3% |
| 30D | +9.2% | -52.7% | +61.9% | +19.5% |
| 3M | +21.2% | -52.8% | +74.0% | +31.9% |
| 6M | +0.2% | -71.5% | +71.7% | +15.3% |
| YTD | -20.1% | -17.4% | -2.6% | -26.3% |
| 1Y | -17.3% | -35.0% | +17.6% | -20.8% |
| 3Y | +63.3% | +239.2% | -175.9% | +6.6% |
| 5Y | +24.1% | +830.2% | -806.1% | -35.7% |
| All | +500.7% | +3,580.1% | -3,079.4% | +160.4% |
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