-10.5%
STRL vs INSM
-37.5%
+27.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.4% |
| 7D | +15.7% | +5.9% | +9.8% | +14.9% |
| 30D | -35.5% | +23.9% | -59.4% | -37.4% |
| 3M | -47.1% | -4.1% | -43.0% | -46.6% |
| 6M | -65.8% | +2.7% | -68.5% | -65.8% |
| YTD | -4.5% | -30.4% | +25.9% | -2.4% |
| 1Y | -10.5% | -36.6% | +26.1% | -11.7% |
| All | -10.5% | -37.5% | +27.0% | -11.7% |
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