+217.8%
INTU vs SCHG
+459.0%
-241.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +1.9% |
| 7D | -3.3% | -1.0% | -2.3% | -2.2% |
| 30D | -3.9% | -1.3% | -2.7% | -2.4% |
| 3M | +16.6% | +5.4% | +11.2% | +9.5% |
| 6M | -26.4% | +14.4% | -40.9% | -37.4% |
| YTD | -51.0% | +8.0% | -59.0% | -55.4% |
| 1Y | -50.8% | +12.7% | -63.5% | -57.5% |
| 3Y | -40.1% | +85.6% | -125.7% | -72.2% |
| 5Y | -41.2% | +85.5% | -126.7% | -72.0% |
| All | +217.8% | +459.0% | -241.2% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling