-21.6%
ISRG vs STRL
-22.7%
+1.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.7% |
| 7D | -2.0% | +15.7% | -17.7% | -1.6% |
| 30D | +5.6% | -35.5% | +41.0% | +4.6% |
| 3M | +10.5% | -47.1% | +57.7% | +9.3% |
| 6M | +2.6% | -65.8% | +68.4% | +1.5% |
| YTD | -21.7% | -4.5% | -17.2% | -25.9% |
| 1Y | -21.6% | -10.5% | -11.1% | -25.7% |
| All | -21.6% | -22.7% | +1.1% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling