-25.9%
STRL vs INSM
-40.6%
+14.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.3% | -26.8% | -22.1% |
| 7D | -27.1% | +13.4% | -40.5% | -28.7% |
| 30D | -45.8% | +5.9% | -51.7% | -46.4% |
| 3M | -47.6% | +11.4% | -59.0% | -49.0% |
| 6M | -46.4% | -21.4% | -25.0% | -44.1% |
| YTD | -7.4% | -36.8% | +29.4% | -2.8% |
| 1Y | -25.9% | -39.8% | +14.0% | -32.0% |
| All | -25.9% | -40.6% | +14.8% | -32.0% |
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