-42.6%
INTU vs SCCO
+355.0%
-397.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -8.5% | +2.4% | -10.9% | -8.7% |
| 30D | -6.1% | +6.4% | -12.5% | -6.8% |
| 3M | +7.3% | +21.6% | -14.2% | +4.6% |
| 6M | -33.2% | +13.4% | -46.6% | -34.8% |
| YTD | -52.2% | +52.6% | -104.8% | -57.2% |
| 1Y | -52.7% | +122.4% | -175.1% | -61.8% |
| 3Y | -41.6% | +208.5% | -250.1% | -59.1% |
| 5Y | -42.6% | +353.9% | -396.6% | -65.1% |
| All | -42.6% | +355.0% | -397.6% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling