+21.1%
STM vs INSM
+367.2%
-346.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +5.2% | +2.8% | +2.4% | +5.1% |
| 30D | -7.4% | -4.7% | -2.6% | -7.2% |
| 3M | -30.6% | +32.6% | -63.3% | -31.8% |
| 6M | +66.4% | -10.9% | +77.3% | +66.4% |
| YTD | +101.1% | -28.2% | +129.4% | +102.7% |
| 1Y | +97.4% | -14.9% | +112.2% | +97.1% |
| 3Y | +21.1% | +375.6% | -354.5% | +16.8% |
| All | +21.1% | +367.2% | -346.1% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling