-95.4%
INTZ vs SPY
+77.4%
-172.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +1.3% | +0.1% | +1.2% | +1.3% |
| 3M | -1.3% | +2.0% | -3.3% | -2.7% |
| 6M | -26.4% | +13.0% | -39.4% | -31.9% |
| YTD | -32.2% | +13.5% | -45.7% | -37.3% |
| 1Y | -53.3% | +20.0% | -73.3% | -57.5% |
| All | -95.4% | +77.4% | -172.8% | -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 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