-42.6%
INTU vs SITM
+164.5%
-207.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.3% |
| 7D | -8.5% | +3.7% | -12.2% | -9.0% |
| 30D | -6.1% | -14.5% | +8.4% | -4.3% |
| 3M | +7.3% | -10.6% | +17.9% | +6.1% |
| 6M | -33.2% | +65.5% | -98.8% | -43.2% |
| YTD | -52.2% | +67.0% | -119.2% | -60.1% |
| 1Y | -52.7% | +138.6% | -191.3% | -64.4% |
| 3Y | -41.6% | +421.8% | -463.4% | -68.6% |
| 5Y | -42.6% | +172.4% | -215.1% | -67.8% |
| All | -42.6% | +164.5% | -207.2% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling