+34.3%
STM vs INSM
-21.1%
+55.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.8% | +6.5% | -0.7% | +5.3% |
| 30D | -1.0% | +27.5% | -28.5% | -3.2% |
| 3M | -33.3% | +20.4% | -53.6% | -34.5% |
| 6M | +57.4% | -15.7% | +73.1% | +58.1% |
| YTD | +102.2% | -27.4% | +129.6% | +105.2% |
| 1Y | +99.6% | -11.4% | +111.0% | +98.9% |
| 3Y | +14.5% | +457.8% | -443.3% | -5.0% |
| 5Y | +21.4% | +343.0% | -321.6% | +1.4% |
| 10Y | +695.0% | +848.1% | -153.2% | +497.9% |
| All | +34.3% | -21.1% | +55.4% | -13.8% |
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 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