-78.5%
INTJ vs SPY
+12.1%
-90.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -3.7% | +2.6% | -6.3% | -4.1% |
| 30D | -21.3% | -2.0% | -19.4% | -20.9% |
| 3M | -28.0% | -2.8% | -25.2% | -27.7% |
| 6M | -76.7% | +2.1% | -78.9% | -76.1% |
| YTD | -80.3% | +11.5% | -91.8% | -75.7% |
| 1Y | -78.5% | +13.5% | -92.0% | -73.4% |
| All | -78.5% | +12.1% | -90.6% | -73.4% |
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