-42.2%
INTU vs SM
-11.5%
-30.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.7% | -3.9% |
| 7D | +0.1% | -25.9% | +26.0% | +4.3% |
| 30D | +15.4% | -15.1% | +30.5% | +17.6% |
| 3M | +6.6% | +4.9% | +1.7% | +4.6% |
| 6M | -11.3% | +6.1% | -17.4% | -13.4% |
| YTD | -47.7% | +63.4% | -111.2% | -52.6% |
| 1Y | -47.0% | +72.5% | -119.5% | -52.5% |
| 3Y | -29.9% | -16.9% | -13.0% | -32.3% |
| All | -42.2% | -11.5% | -30.7% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling