+209.1%
INTU vs SIRI
-11.0%
+220.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -9.2% | -3.0% | -6.2% | -8.5% |
| 30D | -7.0% | +1.3% | -8.3% | -7.5% |
| 3M | +10.5% | +5.6% | +4.9% | +9.0% |
| 6M | -30.6% | +35.2% | -65.7% | -36.2% |
| YTD | -52.3% | +49.1% | -101.4% | -57.5% |
| 1Y | -51.8% | +26.8% | -78.6% | -55.3% |
| 3Y | -41.8% | -23.7% | -18.2% | -42.0% |
| 5Y | -42.8% | -41.8% | -1.0% | -41.1% |
| All | +209.1% | -11.0% | +220.1% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling