-34.1%
INTU vs SCCO
+169.0%
-203.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.3% |
| 7D | +0.1% | -1.9% | +2.0% | 0.0% |
| 30D | +10.1% | -17.4% | +27.5% | +9.3% |
| 3M | -4.2% | -11.7% | +7.5% | -4.6% |
| 6M | -7.2% | -12.1% | +4.9% | -7.3% |
| YTD | -47.7% | +20.9% | -68.6% | -50.6% |
| 1Y | -46.7% | +31.3% | -78.0% | -50.4% |
| 3Y | -34.1% | +170.3% | -204.4% | -48.1% |
| All | -34.1% | +169.0% | -203.1% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling