+550.7%
ISRG vs STT
+203.9%
+346.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | -6.8% | +0.4% | -7.2% | -7.0% |
| 30D | +5.1% | -0.4% | +5.6% | +5.3% |
| 3M | +12.0% | -6.5% | +18.5% | +14.9% |
| 6M | +7.0% | +17.2% | -10.2% | -0.3% |
| YTD | -20.6% | +38.2% | -58.8% | -31.3% |
| 1Y | -21.4% | +49.3% | -70.7% | -34.2% |
| 3Y | +62.0% | +181.9% | -119.9% | +2.7% |
| 5Y | +28.1% | +106.9% | -78.8% | -11.0% |
| 10Y | +550.7% | +203.1% | +347.6% | +284.8% |
| All | +550.7% | +203.9% | +346.8% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling