+3,667.9%
STRL vs INSM
+729.9%
+2,938.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.3% |
| 7D | +15.7% | +5.9% | +9.8% | +15.0% |
| 30D | -35.5% | +23.9% | -59.4% | -37.0% |
| 3M | -47.1% | -4.1% | -43.0% | -47.1% |
| 6M | -65.8% | +2.7% | -68.5% | -66.2% |
| YTD | -4.5% | -30.4% | +25.9% | -2.5% |
| 1Y | -10.5% | -36.6% | +26.1% | -8.0% |
| 3Y | +340.6% | +406.9% | -66.3% | +255.3% |
| 5Y | +911.0% | +280.3% | +630.7% | +721.8% |
| All | +3,667.9% | +729.9% | +2,938.0% | +2,735.3% |
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