-38.1%
INTU vs SFM
+108.0%
-146.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.2% | -3.8% |
| 7D | -7.1% | -0.1% | -7.0% | -7.1% |
| 30D | +1.5% | -4.4% | +5.8% | +1.9% |
| 3M | +10.7% | +1.5% | +9.1% | +9.9% |
| 6M | -23.8% | +6.5% | -30.3% | -25.0% |
| YTD | -49.3% | +2.2% | -51.5% | -49.9% |
| 1Y | -49.7% | -41.9% | -7.8% | -45.5% |
| All | -38.1% | +108.0% | -146.1% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling