+49.0%
INTA vs SPY
+92.9%
-43.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.8% |
| 7D | -4.0% | +0.1% | -4.2% | -4.1% |
| 30D | +12.9% | +0.1% | +12.8% | +12.9% |
| 3M | +71.0% | +2.0% | +69.0% | +65.7% |
| 6M | +53.1% | +13.0% | +40.1% | +28.6% |
| YTD | -9.0% | +13.5% | -22.5% | -23.8% |
| 1Y | -7.8% | +20.0% | -27.8% | -28.5% |
| 3Y | +12.9% | +77.2% | -64.2% | -47.0% |
| 5Y | +7.8% | +81.9% | -74.1% | -47.9% |
| All | +49.0% | +92.9% | -43.9% | -30.6% |
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