+14,280.4%
INTU vs SM
+1,287.8%
+12,992.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.1% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | +1.5% | +26.3% | -24.9% | -1.2% |
| 3M | +10.7% | +8.7% | +2.0% | +9.2% |
| 6M | -23.8% | +51.7% | -75.5% | -27.6% |
| YTD | -49.3% | +99.0% | -148.4% | -53.3% |
| 1Y | -49.7% | +34.6% | -84.2% | -51.8% |
| 3Y | -38.0% | -7.8% | -30.3% | -39.5% |
| 5Y | -38.7% | +104.8% | -143.5% | -46.4% |
| 10Y | +221.3% | +7.2% | +214.1% | +137.2% |
| All | +14,280.4% | +1,287.8% | +12,992.7% | +6,575.0% |
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 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