+23.9%
ISRG vs STRL
+935.0%
-911.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -6.1% | +23.4% | -29.5% | -8.3% |
| 30D | +4.2% | -39.5% | +43.7% | +9.3% |
| 3M | +9.6% | -45.1% | +54.7% | +15.7% |
| 6M | +1.9% | -64.6% | +66.4% | +12.1% |
| YTD | -22.3% | -1.5% | -20.8% | -31.6% |
| 1Y | -23.2% | -20.8% | -2.4% | -29.6% |
| 3Y | +58.5% | +353.1% | -294.6% | -12.9% |
| 5Y | +23.9% | +942.9% | -918.9% | -55.4% |
| All | +23.9% | +935.0% | -911.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling