+536.3%
ISRG vs STRL
+4,310.8%
-3,774.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.0% | -13.3% | -0.3% |
| 7D | +5.4% | -13.3% | +18.8% | +6.4% |
| 30D | +8.6% | -43.3% | +52.0% | +16.0% |
| 3M | +21.6% | -46.9% | +68.4% | +30.3% |
| 6M | +2.3% | -65.6% | +67.9% | +14.8% |
| YTD | -18.7% | -5.1% | -13.6% | -26.5% |
| 1Y | -17.8% | -23.1% | +5.3% | -23.1% |
| 3Y | +69.1% | +346.8% | -277.8% | +5.1% |
| 5Y | +26.5% | +907.2% | -880.7% | -35.7% |
| 10Y | +536.3% | +3,988.2% | -3,451.9% | +144.1% |
| All | +536.3% | +4,310.8% | -3,774.5% | +144.1% |
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