+655.9%
STM vs INSM
+884.9%
-229.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | -4.9% | -2.2% | -2.8% | -4.7% |
| 3M | -34.0% | +33.8% | -67.8% | -36.7% |
| 6M | +51.8% | -7.2% | +59.0% | +51.2% |
| YTD | +99.4% | -25.6% | +125.0% | +103.4% |
| 1Y | +99.1% | -11.2% | +110.3% | +97.7% |
| 3Y | +19.5% | +388.3% | -368.9% | -9.7% |
| 5Y | +19.5% | +376.6% | -357.2% | -11.8% |
| All | +655.9% | +884.9% | -229.0% | +412.8% |
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