-97.2%
INTS vs SPY
+81.1%
-178.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -2.4% | +0.1% | -2.4% | -2.3% |
| 3M | +2.8% | +2.0% | +0.8% | +3.1% |
| 6M | -46.8% | +13.0% | -59.8% | -45.7% |
| YTD | -60.0% | +13.5% | -73.5% | -59.1% |
| 1Y | -40.4% | +20.0% | -60.3% | -40.1% |
| 3Y | -97.1% | +77.2% | -174.3% | -97.8% |
| All | -97.2% | +81.1% | -178.3% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling