-34.4%
INTU vs SM
-3.8%
-30.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.3% |
| 7D | -4.1% | +10.6% | -14.7% | -5.3% |
| 30D | +12.8% | -15.0% | +27.8% | +14.6% |
| 3M | +2.1% | +1.7% | +0.4% | +0.9% |
| 6M | -11.5% | +5.9% | -17.3% | -13.3% |
| YTD | -47.9% | +79.0% | -126.9% | -52.6% |
| 1Y | -47.7% | +84.7% | -132.3% | -52.6% |
| All | -34.4% | -3.8% | -30.5% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling