-32.5%
INTU vs SLB
+2.4%
-34.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -3.9% | -3.7% | -0.2% | -3.7% |
| 30D | +11.7% | +2.9% | +8.8% | +11.3% |
| 3M | +4.5% | +0.2% | +4.3% | +4.2% |
| 6M | -13.9% | -4.4% | -9.4% | -13.9% |
| YTD | -48.2% | +33.4% | -81.6% | -51.6% |
| 1Y | -47.1% | +40.8% | -87.9% | -51.2% |
| 3Y | -32.5% | +3.2% | -35.7% | -34.8% |
| All | -32.5% | +2.4% | -34.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 3y: compounded portfolio wealth divided by compounded SLB 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…
3y analysis · Full analysis span regression · 6 months rolling