+94.6%
SOFI vs INSM
+392.8%
-298.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.5% |
| 7D | -4.9% | +2.5% | -7.4% | -5.1% |
| 30D | -3.5% | -2.2% | -1.3% | -3.3% |
| 3M | +3.9% | +33.8% | -29.9% | +1.1% |
| 6M | -6.5% | -7.2% | +0.6% | -6.8% |
| YTD | -33.8% | -25.6% | -8.2% | -33.0% |
| 1Y | -33.3% | -11.2% | -22.0% | -33.5% |
| 3Y | +94.6% | +388.3% | -293.7% | +90.7% |
| All | +94.6% | +392.8% | -298.2% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling