+20.0%
INTU vs SITM
+4,532.8%
-4,512.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -9.2% | +4.8% | -14.0% | -9.9% |
| 30D | -7.0% | -9.7% | +2.7% | -6.1% |
| 3M | +10.5% | -9.3% | +19.9% | +9.0% |
| 6M | -30.6% | +69.5% | -100.1% | -40.6% |
| YTD | -52.3% | +70.5% | -122.9% | -60.0% |
| 1Y | -51.8% | +145.3% | -197.1% | -63.1% |
| 3Y | -41.8% | +432.8% | -474.6% | -66.1% |
| 5Y | -42.8% | +174.0% | -216.8% | -64.8% |
| All | +20.0% | +4,532.8% | -4,512.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SITM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling