+211.1%
INTU vs SM
+12.3%
+198.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.8% | -4.4% |
| 7D | -7.5% | -0.2% | -7.4% | -7.5% |
| 30D | -1.9% | +31.5% | -33.5% | -4.2% |
| 3M | +4.9% | +17.3% | -12.5% | +3.2% |
| 6M | -33.2% | +48.5% | -81.7% | -35.6% |
| YTD | -51.4% | +106.3% | -157.7% | -54.3% |
| 1Y | -52.0% | +47.3% | -99.3% | -53.8% |
| 3Y | -40.7% | -1.4% | -39.3% | -42.1% |
| 5Y | -41.7% | +114.0% | -155.8% | -46.6% |
| 10Y | +211.1% | +12.5% | +198.6% | +146.7% |
| All | +211.1% | +12.3% | +198.8% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling