+1,745.0%
INSW vs SPY
+312.7%
+1,432.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -6.3% |
| 7D | -11.1% | -0.7% | -10.4% | -10.7% |
| 30D | -14.8% | -1.0% | -13.8% | -14.2% |
| 3M | +12.8% | -0.3% | +13.1% | +12.9% |
| 6M | +30.2% | +7.3% | +22.8% | +23.1% |
| YTD | +134.6% | +13.3% | +121.3% | +113.4% |
| 1Y | +135.5% | +14.8% | +120.7% | +111.8% |
| 3Y | +186.6% | +82.9% | +103.7% | +81.1% |
| 5Y | +798.6% | +75.6% | +723.0% | +479.7% |
| All | +1,745.0% | +312.7% | +1,432.2% | +187.9% |
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 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