-43.5%
INTU vs SHEL
+166.4%
-210.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -4.1% | -1.6% | -2.6% | -3.8% |
| 30D | +12.8% | -4.3% | +17.1% | +13.7% |
| 3M | +2.1% | +10.4% | -8.3% | -0.1% |
| 6M | -11.5% | +17.5% | -29.0% | -14.7% |
| YTD | -47.9% | +37.8% | -85.7% | -51.8% |
| 1Y | -47.7% | +33.8% | -81.5% | -51.2% |
| 3Y | -34.0% | +69.1% | -103.0% | -42.6% |
| 5Y | -43.5% | +165.7% | -209.2% | -54.0% |
| All | -43.5% | +166.4% | -210.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 5y: compounded portfolio wealth divided by compounded SHEL 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…
5y analysis · Full analysis span regression · 6 months rolling