+551.1%
SCHD vs INSM
+3,757.0%
-3,205.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -0.8% | -4.0% | +3.2% | -0.6% |
| 3M | +6.2% | +38.5% | -32.3% | +4.2% |
| 6M | +11.8% | -11.5% | +23.3% | +11.8% |
| YTD | +26.0% | -26.9% | +52.8% | +27.0% |
| 1Y | +28.1% | -12.8% | +40.9% | +27.8% |
| 3Y | +54.6% | +384.7% | -330.1% | +37.4% |
| 5Y | +60.3% | +368.8% | -308.5% | +40.6% |
| 10Y | +242.1% | +865.7% | -623.6% | +178.6% |
| All | +551.1% | +3,757.0% | -3,205.9% | +376.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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