-86.6%
INTZ vs SPY
+313.4%
-400.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.3% | +0.1% | +1.2% | +1.3% |
| 3M | -1.3% | +2.0% | -3.3% | -2.4% |
| 6M | -26.4% | +13.0% | -39.4% | -31.0% |
| YTD | -32.2% | +13.5% | -45.7% | -36.5% |
| 1Y | -53.3% | +20.0% | -73.3% | -57.3% |
| 3Y | -95.2% | +77.2% | -172.4% | -96.5% |
| 5Y | -99.1% | +81.9% | -181.0% | -99.4% |
| All | -86.6% | +313.4% | -400.0% | -92.1% |
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