+1,065.3%
INTU vs SCHG
+1,127.0%
-61.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.8% |
| 7D | -8.5% | -0.9% | -7.6% | -7.5% |
| 30D | -6.1% | -2.3% | -3.8% | -3.7% |
| 3M | +7.3% | +4.5% | +2.8% | +1.9% |
| 6M | -33.2% | +13.6% | -46.8% | -42.3% |
| YTD | -52.2% | +7.6% | -59.7% | -56.1% |
| 1Y | -52.7% | +13.0% | -65.7% | -59.1% |
| 3Y | -41.6% | +87.0% | -128.6% | -71.8% |
| 5Y | -42.6% | +82.9% | -125.5% | -70.9% |
| 10Y | +211.0% | +453.6% | -242.6% | -48.3% |
| All | +1,065.3% | +1,127.0% | -61.7% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling