+5.2%
SSPC vs INSM
+11.3%
-6.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.3% | +2.5% | +9.0% |
| 7D | +11.8% | +13.4% | -1.6% | +15.7% |
| 30D | +44.7% | +5.9% | +38.8% | +45.8% |
| 3M | -40.7% | +11.4% | -52.1% | -36.1% |
| All | +5.2% | +11.3% | -6.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling