+147.4%
INTU vs SE
+366.0%
-218.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | +15.4% | -20.0% | +35.4% | +20.9% |
| 3M | +6.6% | -31.8% | +38.4% | +15.1% |
| 6M | -11.3% | -15.9% | +4.6% | -9.5% |
| YTD | -47.7% | -40.6% | -7.1% | -42.7% |
| 1Y | -47.0% | -50.7% | +3.7% | -39.6% |
| 3Y | -29.9% | +70.3% | -100.2% | -43.3% |
| 5Y | -42.2% | -78.8% | +36.6% | -32.1% |
| All | +147.4% | +366.0% | -218.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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