+7,301.3%
STRL vs INSM
+841.5%
+6,459.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.7% |
| 7D | +8.2% | +1.7% | +6.5% | +8.0% |
| 30D | -6.3% | -4.4% | -1.9% | -5.9% |
| 3M | -41.2% | +30.0% | -71.2% | -43.1% |
| 6M | +20.4% | -10.0% | +30.4% | +20.4% |
| YTD | +61.7% | -26.0% | +87.7% | +64.7% |
| 1Y | +72.7% | -12.5% | +85.2% | +72.3% |
| 3Y | +530.9% | +390.5% | +140.4% | +410.0% |
| 5Y | +2,125.4% | +357.7% | +1,767.7% | +1,667.7% |
| 10Y | +7,301.3% | +877.2% | +6,424.1% | +5,274.1% |
| All | +7,301.3% | +841.5% | +6,459.8% | +5,274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling