+219.5%
SLV vs INSM
+569.4%
-349.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -5.8% | +5.9% | -11.7% | -6.0% |
| 30D | -12.1% | +23.9% | -36.0% | -12.8% |
| 3M | -24.1% | -4.1% | -20.0% | -24.1% |
| 6M | -44.4% | +2.7% | -47.1% | -44.6% |
| YTD | -31.5% | -30.4% | -1.1% | -31.0% |
| 1Y | -6.9% | -36.6% | +29.6% | -6.1% |
| 3Y | +116.0% | +406.9% | -290.9% | +101.2% |
| 5Y | +88.4% | +280.3% | -191.9% | +75.6% |
| 10Y | +167.9% | +738.5% | -570.5% | +138.5% |
| All | +219.5% | +569.4% | -349.9% | +159.2% |
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