-29.9%
INTU vs SIMO
+214.6%
-244.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -7.9% | -3.5% |
| 7D | +0.1% | -22.0% | +22.1% | -1.0% |
| 30D | +15.4% | -43.0% | +58.5% | +13.1% |
| 3M | +6.6% | -39.1% | +45.7% | +4.9% |
| 6M | -11.3% | -33.3% | +22.0% | -14.3% |
| YTD | -47.7% | +77.0% | -124.7% | -57.4% |
| 1Y | -47.0% | +73.0% | -120.0% | -56.7% |
| 3Y | -29.9% | +215.7% | -245.7% | -55.4% |
| All | -29.9% | +214.6% | -244.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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