+536.3%
ISRG vs STT
+211.9%
+324.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.4% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | +8.6% | -2.3% | +11.0% | +9.7% |
| 3M | +21.6% | -7.0% | +28.6% | +25.0% |
| 6M | +2.3% | +15.5% | -13.2% | -4.1% |
| YTD | -18.7% | +35.6% | -54.3% | -29.0% |
| 1Y | -17.8% | +47.9% | -65.6% | -30.8% |
| 3Y | +69.1% | +181.1% | -112.0% | +7.4% |
| 5Y | +26.5% | +108.2% | -81.7% | -12.3% |
| 10Y | +536.3% | +201.0% | +335.3% | +279.1% |
| All | +536.3% | +211.9% | +324.4% | +279.1% |
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