+3,786.6%
STRL vs INSM
+708.7%
+3,077.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | +23.4% | +8.6% | +14.9% | +22.5% |
| 30D | -39.5% | +22.0% | -61.5% | -40.9% |
| 3M | -45.1% | -10.7% | -34.3% | -44.6% |
| 6M | -64.6% | +1.8% | -66.4% | -64.9% |
| YTD | -1.5% | -32.2% | +30.6% | +0.9% |
| 1Y | -20.8% | -39.3% | +18.5% | -18.2% |
| 3Y | +353.1% | +397.1% | -44.0% | +266.1% |
| 5Y | +942.9% | +270.6% | +672.3% | +749.9% |
| All | +3,786.6% | +708.7% | +3,077.9% | +2,832.3% |
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