-100.0%
SOXS vs INSM
+943.6%
-1,043.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -5.1% |
| 7D | -4.7% | +2.5% | -7.2% | -4.0% |
| 30D | +7.7% | -2.2% | +9.9% | +7.3% |
| 3M | -10.2% | +33.8% | -44.0% | -0.3% |
| 6M | -99.2% | -7.2% | -92.0% | -99.1% |
| YTD | -99.5% | -25.6% | -73.9% | -99.5% |
| 1Y | -99.8% | -11.2% | -88.5% | -99.7% |
| 3Y | -100.0% | +388.3% | -488.3% | -100.0% |
| 5Y | -100.0% | +376.6% | -476.6% | -100.0% |
| 10Y | -100.0% | +881.9% | -981.9% | -100.0% |
| All | -100.0% | +943.6% | -1,043.6% | -100.0% |
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