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Funds (13F)

Interval Partners, LP

Backtest from 21 Feb 2014 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+10.3%
S&P 500 +13.7%
Last 12 months
+13.9%
S&P 500 +12.1%
Sharpe ratio
0.48
S&P 500 0.75
Biggest drop
−42.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2014201620182020202220242026 $50.9k$34.7k
Interval Partners, LPS&P 500 $10,000 in Interval Partners, LP from 21 Feb 2014 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Interval Partners, LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Interval Partners, LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.3%+13.7%
Total return+247%+409%
Last 12 months+13.9%+12.1%
Last 3 months−1.8%—
Last month+6.6%—
This year so far+8.6%—
Volatility a year20.3%16.2%
Sharpe ratio0.480.75
Biggest drop−42.6%−31.8%
Beta to the S&P 5001.121.00
Alpha a year (t-statistic)−3.7% (−1.43)—
Share of weeks up56%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
HD3.2%——
CMG2.6%——
WMS2.3%——
AMZN1.8%——
SAIA1.7%——
CHRW1.7%——
PNC1.6%——
CSX1.6%——
LOW1.6%——
AS1.5%——
CHDN1.5%——
RCL1.5%——
JBHT1.5%——
BBY1.4%——
HLT1.4%——
PG1.4%——
USB1.4%——
EL1.4%——
FIVE1.3%——
ALGT1.3%——
TRV1.2%——
VVV1.2%——
ORLY1.2%——
V1.1%——
SYY1.1%——
FND1.1%——
MGM1.1%——
RACE1.0%——
LPLA1.0%——
GL1.0%——
FLS1.0%——
SCHW1.0%——
EQPT1.0%——
MSM1.0%——
AXP1.0%——
FHN0.9%——
MMM0.9%——
HUBB0.9%——
ARMK0.9%——
THG0.9%——
UNM0.8%——
XYZ0.8%——
ASB0.8%——
EVR0.8%——
COLB0.8%——
LUV0.8%——
SGI0.8%——
NTRS0.8%——
RPM0.8%——
ALL0.8%——
HBAN0.8%——
ALLY0.7%——
AEO0.7%——
LNC0.7%——
CHD0.7%——
TTWO0.7%——
SEIC0.7%——
RGA0.7%——
SHW0.7%——
RDN0.7%——
SFM0.6%——
ZION0.6%——
WH0.6%——
DLTR0.6%——
WMT0.6%——
FULT0.6%——
CRI0.6%——
UMBF0.6%——
VOYA0.5%——
NVT0.5%——
KEY0.5%——
ONB0.5%——
COF0.5%——
JPM0.5%——
MLM0.5%——
AJG0.4%——
BNY0.4%——
SMG0.4%——
C0.4%——
AXS0.4%——
FITB0.4%——
UCB0.4%——
AFRM0.4%——
YETI0.4%——
ICE0.4%——
TGT0.4%——
BROS0.4%——
WSM0.4%——
DAL0.4%——
PJT0.4%——
TOL0.4%——
VIRT0.4%——
USFD0.4%——
CCL0.4%——
AAP0.4%——
DECK0.4%——
MS0.3%——
ETN0.3%——
NCLH0.3%——
ESAB0.3%——
IEX0.3%——
ALK0.3%——
CME0.3%——
PFGC0.3%——
UAL0.3%——
PIPR0.3%——
LPX0.3%——
SUNB0.3%——
HLI0.3%——
LII0.3%——
CRBG0.3%——
FHI0.3%——
URBN0.3%——
MSCI0.3%——
W0.3%——
MRSH0.3%——
HZO0.3%——
TROW0.3%——
DKS0.2%——
TKR0.2%——
GWW0.2%——
WT0.2%——
FLYW0.2%——
WAFD0.2%——
FLG0.2%——
REAL0.2%——
BRO0.2%——
ROST0.2%——
ARES0.2%——
AIG0.2%——
PPG0.2%——
PRG0.2%——
FBIN0.2%——
OC0.2%——
TPG0.2%——
RNR0.2%——
KKR0.2%——
HOOD0.2%——
EAT0.2%——
FPS0.2%——
BV0.2%——
SLM0.2%——
TRU0.2%——
IR0.1%——
CPAY0.1%——
CZR0.1%——
RVLV0.1%——
NN0.1%——
RKT0.1%——
NBHC0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest21 Feb 2014 to 2 Nov 2026+10.3%+13.7%0.480.75−42.6%1.12−3.7% (−1.43)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.6%+13.9%0.400.66−42.6%1.12−4.4% (−1.31)
Last three years3 Nov 2023 to 2 Nov 2026+16.3%+21.8%0.721.16−23.0%0.94−3.2% (−0.52)
Last year7 Nov 2025 to 2 Nov 2026+15.2%+14.2%0.780.84−11.0%0.65+4.6% (0.38)
DateCompanyAction
21 Aug 2026WSMBought
21 Aug 2026WMBBought
21 Aug 2026WHKBought
21 Aug 2026WAFDBought
21 Aug 2026VSTBought
21 Aug 2026VOYABought
21 Aug 2026VGBought
21 Aug 2026TTWOBought
21 Aug 2026TROWBought
21 Aug 2026TPGBought
21 Aug 2026TOLBought
21 Aug 2026TLNBought
21 Aug 2026TKRBought
21 Aug 2026TEBought
21 Aug 2026SUNBBought
21 Aug 2026SHWBought
21 Aug 2026SGIBought
21 Aug 2026SFMBought
21 Aug 2026RNRBought
21 Aug 2026RKTBought
21 Aug 2026PPGBought
21 Aug 2026PJTBought
21 Aug 2026PBFBought
21 Aug 2026OVVBought
21 Aug 2026ONONBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026XPOSold
21 Aug 2026WFCSold
21 Aug 2026UWMCSold
21 Aug 2026TPRSold
21 Aug 2026SPGISold
21 Aug 2026SNSold
21 Aug 2026SMSold
21 Aug 2026SLDESold
21 Aug 2026SLBSold
21 Aug 2026SITESold
21 Aug 2026SHOOSold
21 Aug 2026SHLSSold
21 Aug 2026SFSold
21 Aug 2026SEISold
21 Aug 2026RLSold
21 Aug 2026PRUSold
21 Aug 2026PLNTSold
21 Aug 2026PFGSold
21 Aug 2026OXYSold
21 Aug 2026ODFLSold
21 Aug 2026NUSold
21 Aug 2026NEESold
21 Aug 2026MUSASold
21 Aug 2026MATSold
21 Aug 2026LECOSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest