+21.1%
STM vs INSM
+365.8%
-344.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.1% |
| 7D | +1.7% | +1.7% | -0.1% | +1.5% |
| 30D | -5.2% | -4.4% | -0.7% | -4.8% |
| 3M | -29.6% | +30.0% | -59.7% | -31.8% |
| 6M | +54.4% | -10.0% | +64.4% | +54.3% |
| YTD | +99.5% | -26.0% | +125.5% | +102.9% |
| 1Y | +100.8% | -12.5% | +113.3% | +99.9% |
| 3Y | +20.2% | +390.5% | -370.3% | -0.8% |
| 5Y | +21.1% | +357.7% | -336.6% | -5.4% |
| All | +21.1% | +365.8% | -344.7% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling