+152.5%
INSP vs SPY
+233.2%
-80.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +5.0% | +0.1% | +4.9% | +4.9% |
| 3M | +49.5% | +2.0% | +47.5% | +45.6% |
| 6M | -1.9% | +13.0% | -14.9% | -16.9% |
| YTD | -31.6% | +13.5% | -45.2% | -42.4% |
| 1Y | -26.9% | +20.0% | -46.9% | -42.7% |
| 3Y | -73.6% | +77.2% | -150.8% | -87.8% |
| 5Y | -73.4% | +81.9% | -155.3% | -87.8% |
| All | +152.5% | +233.2% | -80.7% | -44.8% |
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