+61.0%
STRL vs INSM
-14.1%
+75.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -9.0% | -4.0% | -5.0% | -8.6% |
| 3M | -37.1% | +38.5% | -75.6% | -40.6% |
| 6M | +17.8% | -11.5% | +29.3% | +18.6% |
| YTD | +58.3% | -26.9% | +85.2% | +59.1% |
| 1Y | +61.0% | -12.8% | +73.8% | +57.6% |
| All | +61.0% | -14.1% | +75.1% | +57.6% |
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