-97.9%
INTS vs SPY
+78.5%
-176.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | 0.0% | +3.3% | -3.3% | +0.2% |
| 30D | -12.7% | -2.7% | -10.0% | -13.1% |
| 3M | -25.5% | -1.7% | -23.7% | -25.7% |
| 6M | -36.5% | +3.1% | -39.6% | -36.1% |
| YTD | -69.8% | +11.9% | -81.7% | -69.2% |
| 1Y | -75.8% | +12.0% | -87.8% | -75.4% |
| 3Y | -95.4% | +78.2% | -173.6% | -96.7% |
| All | -97.9% | +78.5% | -176.4% | -98.5% |
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