-37.2%
INTS vs SPY
+17.9%
-55.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -2.5% |
| 7D | +0.5% | -0.4% | +0.9% | -0.1% |
| 30D | -6.3% | -1.4% | -4.9% | -8.1% |
| 3M | +8.4% | +3.7% | +4.6% | +15.2% |
| 6M | -48.3% | +13.0% | -61.3% | -37.5% |
| YTD | -60.8% | +12.4% | -73.2% | -54.6% |
| All | -37.2% | +17.9% | -55.1% | -53.6% |
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