+3,877.1%
STRL vs INSM
+750.4%
+3,126.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.9% | +4.8% |
| 7D | +7.1% | +9.8% | -2.7% | +6.2% |
| 30D | -39.4% | +22.5% | -61.9% | -40.8% |
| 3M | -43.0% | -8.9% | -34.1% | -42.6% |
| 6M | -65.0% | +16.2% | -81.2% | -65.8% |
| YTD | -0.8% | -30.6% | +29.8% | +1.4% |
| 1Y | -20.3% | -37.7% | +17.4% | -17.9% |
| 3Y | +356.5% | +408.4% | -51.9% | +268.0% |
| 5Y | +952.8% | +279.6% | +673.2% | +755.8% |
| 10Y | +3,877.1% | +735.6% | +3,141.5% | +2,896.2% |
| All | +3,877.1% | +750.4% | +3,126.7% | +2,896.2% |
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