-65.0%
STRL vs INSM
+20.8%
-85.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.9% | +4.8% |
| 7D | +7.1% | +9.8% | -2.7% | +6.2% |
| 30D | -39.4% | +22.5% | -61.9% | -40.8% |
| 3M | -43.0% | -8.9% | -34.1% | -41.8% |
| 6M | -65.0% | +16.2% | -81.2% | -66.0% |
| All | -65.0% | +20.8% | -85.8% | -66.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling