+23,005.1%
ISRG vs STRL
+20,476.0%
+2,529.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.9% | +11.0% | -1.2% |
| 7D | +4.4% | -34.6% | +39.0% | +9.1% |
| 30D | +15.8% | -56.7% | +72.4% | +26.8% |
| 3M | +24.9% | -54.4% | +79.3% | +35.3% |
| 6M | +3.8% | -69.7% | +73.5% | +16.2% |
| YTD | -17.3% | -20.2% | +2.9% | -20.4% |
| 1Y | -14.6% | -40.6% | +26.0% | -14.9% |
| 3Y | +68.2% | +221.7% | -153.5% | +29.1% |
| 5Y | +28.4% | +799.0% | -770.6% | -14.9% |
| 10Y | +528.0% | +3,451.5% | -2,923.4% | +232.3% |
| All | +23,005.1% | +20,476.0% | +2,529.1% | +10,950.5% |
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