-96.5%
INTJ vs SPY
+50.2%
-146.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | -7.4% |
| 7D | -25.8% | +0.1% | -25.9% | -25.3% |
| 30D | -21.5% | -3.3% | -18.2% | -19.8% |
| 3M | -31.9% | -2.4% | -29.4% | -30.7% |
| 6M | -76.5% | +2.6% | -79.1% | -76.7% |
| YTD | -80.8% | +11.2% | -92.1% | -81.6% |
| 1Y | -79.0% | +13.4% | -92.4% | -80.0% |
| All | -96.5% | +50.2% | -146.8% | -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