-74.2%
INTS vs SPY
+12.1%
-86.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | +2.7% | +2.6% | +0.1% | -0.4% |
| 30D | -9.9% | -2.0% | -8.0% | -7.5% |
| 3M | -23.0% | -2.8% | -20.2% | -20.2% |
| 6M | -35.4% | +2.1% | -37.6% | -37.5% |
| YTD | -70.0% | +11.5% | -81.4% | -75.5% |
| 1Y | -74.2% | +13.5% | -87.7% | -80.7% |
| All | -74.2% | +12.1% | -86.3% | -80.7% |
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