+41.1%
SOFI vs INSM
+275.9%
-234.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -7.0% | +0.5% | -7.5% | -7.1% |
| 30D | -4.3% | -4.0% | -0.3% | -3.7% |
| 3M | +8.4% | +38.5% | -30.1% | +1.2% |
| 6M | -5.9% | -11.5% | +5.6% | -6.0% |
| YTD | -34.3% | -26.9% | -7.4% | -32.2% |
| 1Y | -32.6% | -12.8% | -19.8% | -33.3% |
| 3Y | +101.3% | +384.7% | -283.4% | +37.1% |
| 5Y | +12.6% | +368.8% | -356.2% | -26.9% |
| All | +41.1% | +275.9% | -234.8% | +1.5% |
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