-90.0%
INKT vs SPY
+83.3%
-173.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.5% |
| 7D | +3.1% | -0.8% | +3.9% | +3.5% |
| 30D | +5.6% | -1.1% | +6.7% | +6.1% |
| 3M | -2.7% | +3.9% | -6.6% | -4.6% |
| 6M | +7.3% | +13.6% | -6.3% | +0.9% |
| YTD | +7.6% | +12.7% | -5.1% | +1.7% |
| 1Y | -18.1% | +17.5% | -35.6% | -24.0% |
| 3Y | -7.0% | +76.9% | -83.9% | -37.5% |
| All | -90.0% | +83.3% | -173.3% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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