-46.9%
INSE vs SPY
+318.9%
-365.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -5.7% | -2.0% | -3.7% | -3.5% |
| 30D | -15.4% | -1.7% | -13.8% | -13.7% |
| 3M | -34.2% | +4.7% | -38.9% | -37.7% |
| 6M | -33.3% | +12.5% | -45.8% | -41.7% |
| YTD | -43.7% | +11.7% | -55.4% | -50.3% |
| 1Y | -43.1% | +17.5% | -60.6% | -52.4% |
| 3Y | -58.0% | +76.6% | -134.6% | -76.7% |
| 5Y | -55.1% | +82.0% | -137.1% | -75.7% |
| All | -46.9% | +318.9% | -365.8% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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