-99.7%
INSG vs SPY
+765.8%
-865.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.7% |
| 7D | -15.3% | -2.7% | -12.6% | -11.3% |
| 30D | -15.1% | -5.4% | -9.7% | -7.4% |
| 3M | -26.9% | -4.1% | -22.8% | -21.6% |
| 6M | -79.6% | +0.7% | -80.3% | -79.2% |
| YTD | -62.2% | +8.7% | -70.9% | -64.6% |
| 1Y | -72.4% | +10.9% | -83.2% | -74.7% |
| 3Y | +14.1% | +75.0% | -60.9% | -38.9% |
| 5Y | -94.5% | +67.8% | -162.3% | -96.7% |
| 10Y | -84.4% | +312.9% | -397.3% | -96.7% |
| All | -99.7% | +765.8% | -865.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling