+495.2%
INTU vs SFM
+40.3%
+454.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +1.1% | -3.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +15.4% | -24.8% | +40.2% | +19.4% |
| 3M | +6.6% | -43.7% | +50.3% | +14.4% |
| 6M | -11.3% | -37.3% | +26.0% | -6.4% |
| YTD | -47.7% | -38.4% | -9.3% | -44.9% |
| 1Y | -47.0% | -36.9% | -10.1% | -44.4% |
| 3Y | -29.9% | +20.7% | -50.6% | -33.0% |
| 5Y | -42.2% | +103.5% | -145.7% | -48.9% |
| 10Y | +251.7% | +139.7% | +111.9% | +191.8% |
| All | +495.2% | +40.3% | +454.9% | +420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling