+750.3%
INSW vs SPY
+67.0%
+683.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -2.8% |
| 7D | -16.8% | -4.7% | -12.1% | -14.9% |
| 30D | -18.9% | -5.9% | -13.0% | -16.5% |
| 3M | +9.4% | -4.5% | +14.0% | +11.9% |
| 6M | +19.3% | +1.8% | +17.5% | +17.9% |
| YTD | +123.1% | +8.3% | +114.8% | +113.7% |
| 1Y | +119.7% | +9.3% | +110.3% | +109.3% |
| 3Y | +172.5% | +74.9% | +97.7% | +108.1% |
| 5Y | +750.3% | +67.3% | +683.0% | +608.9% |
| All | +750.3% | +67.0% | +683.3% | +608.9% |
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