+62.5%
INTL vs SPY
+97.1%
-34.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -2.8% | -3.3% | +0.5% | -0.2% |
| 3M | -5.3% | -2.4% | -2.9% | -3.4% |
| 6M | -4.0% | +2.6% | -6.6% | -5.7% |
| YTD | +6.9% | +11.2% | -4.3% | -1.2% |
| 1Y | +10.2% | +13.4% | -3.2% | +0.5% |
| 3Y | +59.0% | +79.9% | -20.9% | +0.6% |
| All | +62.5% | +97.1% | -34.5% | -3.1% |
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