+68.5%
STRL vs INSM
-11.6%
+80.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +3.4% | +6.5% | -3.1% | +2.5% |
| 30D | -9.2% | +27.5% | -36.8% | -12.7% |
| 3M | -51.0% | +20.4% | -71.4% | -52.4% |
| 6M | +15.8% | -15.7% | +31.5% | +16.7% |
| YTD | +58.9% | -27.4% | +86.3% | +59.6% |
| 1Y | +68.5% | -11.4% | +79.9% | +63.9% |
| All | +68.5% | -11.6% | +80.1% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling