+1,654.2%
INSW vs SPY
+294.5%
+1,359.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -1.8% |
| 7D | -16.8% | -4.7% | -12.1% | -14.0% |
| 30D | -18.9% | -5.9% | -13.0% | -15.4% |
| 3M | +9.4% | -4.5% | +14.0% | +13.0% |
| 6M | +19.3% | +1.8% | +17.5% | +17.1% |
| YTD | +123.1% | +8.3% | +114.8% | +109.5% |
| 1Y | +119.7% | +9.3% | +110.3% | +104.5% |
| 3Y | +172.5% | +74.9% | +97.7% | +77.7% |
| 5Y | +750.3% | +67.3% | +683.0% | +468.1% |
| All | +1,654.2% | +294.5% | +1,359.6% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling