+1,780.4%
INSW vs SPY
+309.0%
+1,471.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.2% |
| 7D | +1.9% | -0.9% | +2.8% | +2.6% |
| 30D | -18.5% | -2.4% | -16.1% | -17.1% |
| 3M | +19.5% | -1.2% | +20.6% | +20.3% |
| 6M | +25.5% | +3.3% | +22.2% | +22.1% |
| YTD | +139.1% | +12.3% | +126.8% | +118.9% |
| 1Y | +122.1% | +12.4% | +109.7% | +102.9% |
| 3Y | +203.8% | +78.8% | +125.0% | +95.2% |
| 5Y | +853.2% | +75.2% | +778.0% | +514.9% |
| All | +1,780.4% | +309.0% | +1,471.5% | +195.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling