+31.7%
INTU vs SITM
+3,319.5%
-3,287.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +6.0% | +1.3% |
| 7D | +0.1% | +6.6% | -6.6% | -1.0% |
| 30D | +10.1% | -15.3% | +25.4% | +11.5% |
| 3M | -4.2% | -35.4% | +31.2% | -0.1% |
| 6M | -7.2% | -46.8% | +39.5% | -2.7% |
| YTD | -47.7% | +25.9% | -73.6% | -54.9% |
| 1Y | -46.7% | +54.0% | -100.7% | -56.0% |
| 3Y | -34.1% | +315.6% | -349.6% | -60.9% |
| 5Y | -43.3% | +74.4% | -117.7% | -63.0% |
| All | +31.7% | +3,319.5% | -3,287.8% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling