+539.9%
STRL vs INSM
+367.2%
+172.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.3% |
| 7D | +10.1% | +2.8% | +7.3% | +10.0% |
| 30D | -8.2% | -4.7% | -3.5% | -8.0% |
| 3M | -43.7% | +32.6% | -76.3% | -44.6% |
| 6M | +27.1% | -10.9% | +38.0% | +27.0% |
| YTD | +64.0% | -28.2% | +92.2% | +64.9% |
| 1Y | +75.2% | -14.9% | +90.0% | +74.9% |
| 3Y | +539.9% | +375.6% | +164.3% | +591.3% |
| All | +539.9% | +367.2% | +172.7% | +591.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling