-89.9%
INKT vs SPY
+81.7%
-171.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +8.0% | -2.0% | +10.0% | +9.0% |
| 30D | +8.0% | -1.7% | +9.7% | +8.8% |
| 3M | -0.5% | +4.7% | -5.2% | -2.8% |
| 6M | -10.2% | +12.5% | -22.7% | -15.2% |
| YTD | +8.8% | +11.7% | -2.9% | +3.2% |
| 1Y | -20.7% | +17.5% | -38.1% | -26.3% |
| 3Y | -8.8% | +76.6% | -85.4% | -38.8% |
| All | -89.9% | +81.7% | -171.6% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling