-45.2%
INTU vs SCHG
+5.5%
-50.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.9% |
| 7D | +8.7% | -2.5% | +11.2% | +9.9% |
| 30D | +25.9% | -5.4% | +31.3% | +29.3% |
| 3M | +10.7% | -2.2% | +12.9% | +11.4% |
| 6M | -11.6% | +5.2% | -16.7% | -15.3% |
| YTD | -45.4% | +6.8% | -52.2% | -46.6% |
| 1Y | -45.2% | +5.9% | -51.2% | -46.3% |
| All | -45.2% | +5.5% | -50.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling