-99.1%
INTZ vs SPY
+82.0%
-181.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 6M | -26.4% | +13.0% | -39.4% | -32.4% |
| YTD | -32.2% | +13.5% | -45.7% | -37.8% |
| 1Y | -53.3% | +20.0% | -73.3% | -58.4% |
| 3Y | -95.2% | +77.2% | -172.4% | -96.9% |
| All | -99.1% | +82.0% | -181.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling