+1,690.9%
INSW vs SPY
+305.1%
+1,385.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -3.3% |
| 7D | -8.7% | +0.1% | -8.8% | -8.9% |
| 30D | -19.5% | -3.3% | -16.2% | -17.6% |
| 3M | +9.7% | -2.4% | +12.1% | +11.4% |
| 6M | +17.1% | +2.6% | +14.5% | +14.4% |
| YTD | +127.8% | +11.2% | +116.5% | +109.8% |
| 1Y | +110.9% | +13.4% | +97.5% | +91.4% |
| 3Y | +191.5% | +79.9% | +111.6% | +86.3% |
| 5Y | +775.1% | +72.2% | +702.9% | +472.5% |
| All | +1,690.9% | +305.1% | +1,385.8% | +183.1% |
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