-76.9%
INTJ vs SPY
+19.4%
-96.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.0% | -13.4% |
| 7D | -8.4% | +0.5% | -9.0% | -8.5% |
| 30D | -22.7% | -0.9% | -21.7% | -22.5% |
| 3M | -49.8% | +3.9% | -53.7% | -50.1% |
| 6M | -63.2% | +14.5% | -77.8% | -60.7% |
| YTD | -78.3% | +12.9% | -91.2% | -76.4% |
| 1Y | -76.9% | +19.4% | -96.2% | -80.9% |
| All | -76.9% | +19.4% | -96.3% | -80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling