+33.0%
INTA vs SPY
+91.4%
-58.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -3.2% |
| 7D | -10.7% | -0.8% | -10.0% | -9.9% |
| 30D | -5.8% | -1.1% | -4.8% | -4.4% |
| 3M | +60.5% | +3.9% | +56.6% | +52.2% |
| 6M | +46.9% | +13.6% | +33.3% | +22.5% |
| YTD | -18.7% | +12.7% | -31.4% | -31.3% |
| 1Y | -18.0% | +17.5% | -35.5% | -34.6% |
| 3Y | +7.0% | +76.9% | -69.9% | -49.6% |
| 5Y | -1.1% | +83.6% | -84.7% | -52.1% |
| All | +33.0% | +91.4% | -58.5% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling