+233.5%
INTU vs SM
+10.6%
+222.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -4.9% | +0.2% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +12.0% | -17.3% | +29.3% | +13.4% |
| 3M | +2.3% | -3.6% | +5.9% | +2.2% |
| 6M | -12.1% | +2.9% | -15.0% | -12.8% |
| YTD | -47.5% | +70.2% | -117.8% | -50.1% |
| 1Y | -46.9% | +66.5% | -113.4% | -49.5% |
| 3Y | -33.5% | -8.2% | -25.3% | -34.8% |
| 5Y | -41.2% | -1.5% | -39.8% | -43.5% |
| 10Y | +233.5% | +11.9% | +221.6% | +163.7% |
| All | +233.5% | +10.6% | +222.9% | +163.7% |
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