+873.6%
INSW vs SPY
+74.0%
+799.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.5% |
| 7D | +10.8% | +3.3% | +7.5% | +9.1% |
| 30D | -16.3% | -2.7% | -13.6% | -15.2% |
| 3M | +19.0% | -1.7% | +20.8% | +20.0% |
| 6M | +31.6% | +3.1% | +28.6% | +29.4% |
| YTD | +147.1% | +11.9% | +135.2% | +133.2% |
| 1Y | +127.9% | +12.0% | +115.9% | +114.8% |
| 3Y | +213.9% | +78.2% | +135.8% | +138.1% |
| 5Y | +873.6% | +73.2% | +800.3% | +693.1% |
| All | +873.6% | +74.0% | +799.5% | +693.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling