+25,487.4%
STRL vs INSM
-24.5%
+25,511.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.9% | +4.9% |
| 7D | +7.1% | +9.8% | -2.7% | +6.6% |
| 30D | -39.4% | +22.5% | -61.9% | -40.2% |
| 3M | -43.0% | -8.9% | -34.1% | -42.8% |
| 6M | -65.0% | +16.2% | -81.2% | -65.5% |
| YTD | -0.8% | -30.6% | +29.8% | +0.5% |
| 1Y | -20.3% | -37.7% | +17.4% | -18.9% |
| 3Y | +356.5% | +408.4% | -51.9% | +302.8% |
| 5Y | +952.8% | +279.6% | +673.2% | +833.9% |
| 10Y | +3,877.1% | +735.6% | +3,141.5% | +3,178.9% |
| All | +25,487.4% | -24.5% | +25,511.9% | +17,174.2% |
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