-98.6%
SINT vs SPY
+78.1%
-176.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.1% |
| 7D | -13.8% | +2.6% | -16.4% | -17.2% |
| 30D | -26.1% | -2.0% | -24.1% | -23.9% |
| 3M | -21.3% | -2.8% | -18.6% | -17.9% |
| 6M | -43.5% | +2.1% | -45.6% | -45.6% |
| YTD | -65.2% | +11.5% | -76.6% | -70.9% |
| 1Y | -56.0% | +13.5% | -69.5% | -64.3% |
| 3Y | -98.6% | +77.7% | -176.3% | -99.4% |
| All | -98.6% | +78.1% | -176.7% | -99.4% |
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