+9.4%
INTA vs SPY
+75.5%
-66.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | -11.8% | -2.0% | -9.8% | -9.5% |
| 30D | -4.7% | -1.7% | -3.0% | -2.6% |
| 3M | +59.6% | +4.7% | +54.9% | +49.9% |
| 6M | +49.4% | +12.5% | +36.9% | +26.5% |
| YTD | -17.0% | +11.7% | -28.7% | -28.8% |
| 1Y | -14.5% | +17.5% | -32.0% | -31.9% |
| All | +9.4% | +75.5% | -66.1% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling