-96.5%
INTJ vs SPY
+51.1%
-147.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -4.2% | +3.3% | -7.5% | -5.9% |
| 30D | -17.0% | -2.7% | -14.3% | -15.5% |
| 3M | -29.5% | -1.7% | -27.8% | -28.6% |
| 6M | -77.4% | +3.1% | -80.5% | -77.6% |
| YTD | -80.8% | +11.9% | -92.7% | -81.6% |
| 1Y | -80.4% | +12.0% | -92.4% | -81.2% |
| All | -96.5% | +51.1% | -147.6% | -97.1% |
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