-43.5%
INTU vs SIMO
+184.2%
-227.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.7% |
| 7D | -4.1% | +14.9% | -19.0% | -4.3% |
| 30D | +12.8% | -27.0% | +39.8% | +13.4% |
| 3M | +2.1% | -25.4% | +27.5% | +2.0% |
| 6M | -11.5% | -30.3% | +18.8% | -13.2% |
| YTD | -47.9% | +95.8% | -143.7% | -58.0% |
| 1Y | -47.7% | +100.0% | -147.7% | -58.0% |
| 3Y | -34.0% | +238.3% | -272.2% | -54.1% |
| 5Y | -43.5% | +187.6% | -231.1% | -61.2% |
| All | -43.5% | +184.2% | -227.7% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling