+833.7%
INSM vs SPXS
-99.6%
+933.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.7% |
| 7D | +2.5% | +2.5% | 0.0% | +3.6% |
| 30D | -2.2% | +4.2% | -6.4% | -0.4% |
| 3M | +33.8% | -9.3% | +43.1% | +28.8% |
| 6M | -7.2% | -30.7% | +23.5% | -18.7% |
| YTD | -25.6% | -28.1% | +2.4% | -33.7% |
| 1Y | -11.2% | -35.1% | +23.8% | -23.9% |
| 3Y | +388.3% | -79.6% | +467.9% | +182.0% |
| 5Y | +376.6% | -86.3% | +462.9% | +184.0% |
| All | +833.7% | -99.6% | +933.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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