-41.7%
INTU vs SCHG
+84.7%
-126.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | 0.0% |
| 7D | -9.2% | -2.7% | -6.4% | -7.1% |
| 30D | -7.0% | -2.2% | -4.8% | -5.3% |
| 3M | +10.5% | +6.2% | +4.4% | +5.1% |
| 6M | -30.6% | +13.4% | -43.9% | -37.5% |
| YTD | -52.3% | +7.1% | -59.4% | -54.9% |
| 1Y | -51.8% | +12.5% | -64.3% | -56.3% |
| All | -41.7% | +84.7% | -126.4% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling