+19.1%
STM vs INSM
-24.5%
+43.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +1.4% | +9.8% | -8.3% | +0.7% |
| 30D | -8.4% | +22.5% | -30.9% | -9.9% |
| 3M | -15.8% | -8.9% | -6.9% | -15.3% |
| 6M | -22.8% | +16.2% | -39.1% | -24.2% |
| YTD | +79.4% | -30.6% | +110.0% | +82.4% |
| 1Y | +97.0% | -37.7% | +134.6% | +101.6% |
| 3Y | +14.2% | +408.4% | -394.2% | -4.5% |
| 5Y | -4.5% | +279.6% | -284.1% | -19.3% |
| 10Y | +463.1% | +735.6% | -272.6% | +327.1% |
| All | +19.1% | -24.5% | +43.7% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling