-90.0%
INTZ vs SPY
+74.5%
-164.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.4% | -4.4% | +33.8% | +31.2% |
| 7D | +5.3% | -4.7% | +10.0% | +6.8% |
| 30D | -12.5% | -5.9% | -6.6% | -10.5% |
| 3M | -19.4% | -4.5% | -14.8% | -18.2% |
| 6M | -16.1% | +1.8% | -17.9% | -17.8% |
| YTD | -46.0% | +8.3% | -54.3% | -48.6% |
| 1Y | -64.9% | +9.3% | -74.3% | -66.6% |
| All | -90.0% | +74.5% | -164.5% | -96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling