-42.6%
INTU vs SIRI
-44.1%
+1.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -8.5% | -3.9% | -4.6% | -8.0% |
| 30D | -6.1% | -0.8% | -5.3% | -6.1% |
| 3M | +7.3% | +4.3% | +3.0% | +6.8% |
| 6M | -33.2% | +34.1% | -67.3% | -36.2% |
| YTD | -52.2% | +47.3% | -99.5% | -55.0% |
| 1Y | -52.7% | +22.9% | -75.6% | -54.4% |
| 3Y | -41.6% | -24.6% | -17.1% | -41.7% |
| 5Y | -42.6% | -43.2% | +0.5% | -32.5% |
| All | -42.6% | -44.1% | +1.5% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling