+17,983.8%
ISRG vs STRL
+40,867.6%
-22,883.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.6% |
| 7D | -1.6% | +3.4% | -5.0% | -2.0% |
| 30D | -2.3% | -9.2% | +7.0% | -1.3% |
| 3M | -12.4% | -51.0% | +38.6% | -5.7% |
| 6M | -26.8% | +15.8% | -42.6% | -31.2% |
| YTD | -35.3% | +58.9% | -94.1% | -41.9% |
| 1Y | -19.3% | +68.5% | -87.8% | -29.0% |
| 3Y | +18.1% | +485.2% | -467.1% | -14.6% |
| 5Y | +2.6% | +2,005.1% | -2,002.5% | -37.9% |
| 10Y | +379.4% | +7,118.0% | -6,738.5% | +135.3% |
| All | +17,983.8% | +40,867.6% | -22,883.7% | +7,961.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling