+40,867.6%
STRL vs INSM
-21.1%
+40,888.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +3.4% | +6.5% | -3.1% | +3.0% |
| 30D | -9.2% | +27.5% | -36.8% | -10.8% |
| 3M | -51.0% | +20.4% | -71.4% | -51.7% |
| 6M | +15.8% | -15.7% | +31.5% | +16.3% |
| YTD | +58.9% | -27.4% | +86.3% | +60.8% |
| 1Y | +68.5% | -11.4% | +79.9% | +68.3% |
| 3Y | +485.2% | +457.8% | +27.4% | +413.6% |
| 5Y | +2,005.1% | +343.0% | +1,662.1% | +1,754.1% |
| 10Y | +7,118.0% | +848.1% | +6,269.8% | +5,823.3% |
| All | +40,867.6% | -21.1% | +40,888.6% | +27,536.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling