+7.0%
ISRG vs STRL
-64.3%
+71.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | +0.3% |
| 7D | -6.8% | +7.1% | -13.9% | -6.1% |
| 30D | +5.1% | -39.4% | +44.5% | +1.3% |
| 3M | +12.0% | -43.0% | +55.0% | +7.7% |
| 6M | +7.0% | -65.0% | +72.0% | -0.3% |
| All | +7.0% | -64.3% | +71.3% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling