-34.1%
INTU vs SHAK
+36.4%
-70.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.1% |
| 7D | +0.1% | +4.3% | -4.2% | -0.7% |
| 30D | +10.1% | +9.0% | +1.0% | +8.3% |
| 3M | -4.2% | +1.8% | -6.0% | -4.9% |
| 6M | -7.2% | +17.3% | -24.6% | -10.3% |
| YTD | -47.7% | -7.6% | -40.1% | -49.1% |
| 1Y | -46.7% | -16.9% | -29.8% | -47.1% |
| 3Y | -34.1% | +35.1% | -69.1% | -41.7% |
| All | -34.1% | +36.4% | -70.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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