+2,125.4%
STRL vs INSM
+365.8%
+1,759.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.7% |
| 7D | +8.2% | +1.7% | +6.5% | +8.0% |
| 30D | -6.3% | -4.4% | -1.9% | -6.0% |
| 3M | -41.2% | +30.0% | -71.2% | -42.7% |
| 6M | +20.4% | -10.0% | +30.4% | +20.4% |
| YTD | +61.7% | -26.0% | +87.7% | +63.9% |
| 1Y | +72.7% | -12.5% | +85.2% | +72.3% |
| 3Y | +530.9% | +390.5% | +140.4% | +464.1% |
| 5Y | +2,125.4% | +357.7% | +1,767.7% | +1,852.3% |
| All | +2,125.4% | +365.8% | +1,759.6% | +1,852.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling