+14,729.7%
INTU vs SM
+1,039.5%
+13,690.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.7% | -3.9% |
| 7D | +0.1% | -25.9% | +26.0% | +3.1% |
| 30D | +15.4% | -15.1% | +30.5% | +17.0% |
| 3M | +6.6% | +4.9% | +1.7% | +5.4% |
| 6M | -11.3% | +6.1% | -17.4% | -12.6% |
| YTD | -47.7% | +63.4% | -111.2% | -51.0% |
| 1Y | -47.0% | +72.5% | -119.5% | -50.7% |
| 3Y | -29.9% | -16.9% | -13.0% | -31.0% |
| 5Y | -42.2% | -10.6% | -31.6% | -45.0% |
| 10Y | +251.7% | +11.3% | +240.4% | +156.8% |
| All | +14,729.7% | +1,039.5% | +13,690.2% | +6,898.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling