+333.1%
SLV vs INSM
+597.7%
-264.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +6.5% | -6.9% | -0.5% |
| 30D | +6.7% | +27.5% | -20.9% | +5.6% |
| 3M | -10.7% | +20.4% | -31.1% | -11.4% |
| 6M | -20.6% | -15.7% | -4.9% | -20.4% |
| YTD | -7.1% | -27.4% | +20.3% | -6.5% |
| 1Y | +62.0% | -11.4% | +73.4% | +61.9% |
| 3Y | +169.8% | +457.8% | -288.0% | +150.6% |
| 5Y | +161.5% | +343.0% | -181.5% | +142.7% |
| 10Y | +224.4% | +848.1% | -623.7% | +187.8% |
| All | +333.1% | +597.7% | -264.6% | +251.1% |
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