+19.2%
ISRG vs STT
+207.1%
-188.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -2.3% | +3.9% | -6.1% | -3.8% |
| 3M | -12.4% | +20.0% | -32.4% | -18.9% |
| 6M | -26.8% | +55.3% | -82.1% | -39.6% |
| YTD | -35.3% | +53.3% | -88.6% | -46.4% |
| 1Y | -19.3% | +74.7% | -94.0% | -37.1% |
| All | +19.2% | +207.1% | -188.0% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling