-100.0%
SINT vs SPY
+315.0%
-415.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -3.2% |
| 7D | -9.9% | +0.1% | -10.0% | -10.2% |
| 30D | -27.0% | -3.3% | -23.7% | -25.0% |
| 3M | -7.2% | -2.4% | -4.8% | -5.4% |
| 6M | -34.5% | +2.6% | -37.0% | -35.7% |
| YTD | -60.1% | +11.2% | -71.3% | -63.2% |
| 1Y | -52.9% | +13.4% | -66.3% | -57.1% |
| 3Y | -98.0% | +79.9% | -177.9% | -98.7% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +315.0% | -415.0% | -100.0% |
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