-38.4%
INTU vs SM
+107.8%
-146.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.0% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | +1.5% | +26.3% | -24.9% | -2.3% |
| 3M | +10.7% | +8.7% | +2.0% | +8.6% |
| 6M | -23.8% | +51.7% | -75.5% | -29.1% |
| YTD | -49.3% | +99.0% | -148.4% | -54.8% |
| 1Y | -49.7% | +34.6% | -84.2% | -52.6% |
| 3Y | -38.0% | -7.8% | -30.3% | -40.5% |
| All | -38.4% | +107.8% | -146.3% | -46.3% |
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