+142.4%
INSP vs SPY
+228.3%
-86.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.1% |
| 7D | -9.0% | +3.3% | -12.3% | -12.8% |
| 30D | -12.1% | -2.7% | -9.4% | -9.2% |
| 3M | +3.9% | -1.7% | +5.6% | +5.9% |
| 6M | +37.4% | +3.1% | +34.3% | +31.5% |
| YTD | -34.4% | +11.9% | -46.3% | -43.8% |
| 1Y | -33.4% | +12.0% | -45.4% | -42.9% |
| 3Y | -51.8% | +78.2% | -130.0% | -78.1% |
| 5Y | -78.3% | +73.2% | -151.5% | -89.5% |
| All | +142.4% | +228.3% | -86.0% | -46.2% |
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