+185.1%
INSW vs SPY
+75.1%
+110.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.6% |
| 7D | -12.4% | -2.7% | -9.7% | -11.2% |
| 30D | -16.2% | -5.4% | -10.8% | -13.7% |
| 3M | +10.5% | -4.1% | +14.6% | +12.9% |
| 6M | +27.1% | +0.7% | +26.4% | +26.1% |
| YTD | +131.5% | +8.7% | +122.8% | +119.6% |
| 1Y | +118.2% | +10.9% | +107.3% | +104.4% |
| 3Y | +185.1% | +75.0% | +110.1% | +109.5% |
| All | +185.1% | +75.1% | +110.0% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling