+22,068.6%
ISRG vs STRL
+25,487.4%
-3,418.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.7% |
| 7D | -6.8% | +7.1% | -13.9% | -7.7% |
| 30D | +5.1% | -39.4% | +44.5% | +10.5% |
| 3M | +12.0% | -43.0% | +55.0% | +18.0% |
| 6M | +7.0% | -65.0% | +72.0% | +17.9% |
| YTD | -20.6% | -0.8% | -19.9% | -25.7% |
| 1Y | -21.4% | -20.3% | -1.1% | -24.6% |
| 3Y | +62.0% | +356.5% | -294.5% | +19.2% |
| 5Y | +28.1% | +952.8% | -924.7% | -16.7% |
| 10Y | +550.7% | +3,877.1% | -3,326.4% | +239.4% |
| All | +22,068.6% | +25,487.4% | -3,418.8% | +10,215.1% |
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 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