+235.3%
INTU vs SFM
+146.8%
+88.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.1% |
| 7D | -3.9% | -10.2% | +6.3% | -2.5% |
| 30D | +11.7% | -23.9% | +35.6% | +15.5% |
| 3M | +4.5% | -42.3% | +46.7% | +12.0% |
| 6M | -13.9% | -40.1% | +26.3% | -8.4% |
| YTD | -48.2% | -37.8% | -10.5% | -45.4% |
| 1Y | -47.1% | -37.1% | -10.1% | -44.4% |
| 3Y | -32.5% | +21.5% | -54.0% | -35.4% |
| 5Y | -42.6% | +103.8% | -146.3% | -49.1% |
| 10Y | +235.3% | +142.0% | +93.3% | +180.9% |
| All | +235.3% | +146.8% | +88.5% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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