+236.7%
INTU vs SCCO
+682.0%
-445.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +10.1% | -17.4% | +27.5% | +13.7% |
| 3M | -4.2% | -11.7% | +7.5% | -2.9% |
| 6M | -7.2% | -12.1% | +4.9% | -7.2% |
| YTD | -47.7% | +20.9% | -68.6% | -53.7% |
| 1Y | -46.7% | +31.3% | -78.0% | -54.1% |
| 3Y | -34.1% | +170.3% | -204.4% | -57.1% |
| 5Y | -43.3% | +240.8% | -284.1% | -66.9% |
| All | +236.7% | +682.0% | -445.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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