+10,706.6%
INTU vs SIRI
-17.3%
+10,724.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -3.1% |
| 7D | -7.1% | +1.6% | -8.7% | -7.2% |
| 30D | +1.5% | -4.7% | +6.2% | +1.8% |
| 3M | +10.7% | +5.3% | +5.4% | +10.1% |
| 6M | -23.8% | +30.5% | -54.4% | -25.8% |
| YTD | -49.3% | +49.6% | -98.9% | -51.2% |
| 1Y | -49.7% | +28.5% | -78.2% | -51.0% |
| 3Y | -38.0% | -27.5% | -10.6% | -37.8% |
| 5Y | -38.7% | -44.7% | +5.9% | -37.8% |
| 10Y | +221.3% | -12.6% | +234.0% | +214.8% |
| All | +10,706.6% | -17.3% | +10,724.0% | +9,520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling