+236.7%
INTU vs SM
+18.0%
+218.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.1% | +9.4% | -9.3% | -0.7% |
| 30D | +10.1% | -14.4% | +24.4% | +11.1% |
| 3M | -4.2% | +1.6% | -5.7% | -4.7% |
| 6M | -7.2% | +6.3% | -13.6% | -8.2% |
| YTD | -47.7% | +78.8% | -126.5% | -50.5% |
| 1Y | -46.7% | +83.1% | -129.8% | -49.7% |
| 3Y | -34.1% | -5.9% | -28.2% | -35.5% |
| 5Y | -43.3% | +4.8% | -48.1% | -45.7% |
| All | +236.7% | +18.0% | +218.7% | +165.0% |
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