-96.0%
INTJ vs SPY
+52.5%
-148.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.0% | -13.3% |
| 7D | -8.4% | +0.5% | -9.0% | -8.6% |
| 30D | -22.7% | -0.9% | -21.7% | -22.2% |
| 3M | -49.8% | +3.9% | -53.7% | -50.8% |
| 6M | -63.2% | +14.5% | -77.8% | -65.3% |
| YTD | -78.3% | +12.9% | -91.2% | -79.3% |
| 1Y | -76.9% | +19.4% | -96.2% | -78.7% |
| All | -96.0% | +52.5% | -148.6% | -96.7% |
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 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