+463.1%
STM vs INSM
+750.4%
-287.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +1.4% | +9.8% | -8.3% | +0.4% |
| 30D | -8.4% | +22.5% | -30.9% | -10.7% |
| 3M | -15.8% | -8.9% | -6.9% | -15.1% |
| 6M | -22.8% | +16.2% | -39.1% | -25.0% |
| YTD | +79.4% | -30.6% | +110.0% | +84.1% |
| 1Y | +97.0% | -37.7% | +134.6% | +104.2% |
| 3Y | +14.2% | +408.4% | -394.2% | -14.7% |
| 5Y | -4.5% | +279.6% | -284.1% | -27.6% |
| 10Y | +463.1% | +735.6% | -272.6% | +288.3% |
| All | +463.1% | +750.4% | -287.3% | +288.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling