-10.0%
INSM vs SPXL
+40.9%
-50.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.5% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | -4.4% | -5.0% | +0.6% | -3.2% |
| 3M | +30.0% | +7.6% | +22.5% | +24.9% |
| 6M | -10.0% | +33.6% | -43.6% | -17.8% |
| All | -10.0% | +40.9% | -50.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 6mo: compounded portfolio wealth divided by compounded SPXL 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…
6mo analysis · Full analysis span regression · 6 months rolling