-30.7%
INTU vs SMR
+7.6%
-38.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -8.5% | +13.1% | -21.5% | -9.0% |
| 30D | -6.1% | +17.8% | -23.9% | -6.9% |
| 3M | +7.3% | +8.1% | -0.8% | +6.5% |
| 6M | -33.2% | -11.1% | -22.1% | -33.6% |
| YTD | -52.2% | -23.7% | -28.5% | -52.3% |
| 1Y | -52.7% | -69.4% | +16.7% | -50.8% |
| 3Y | -41.6% | +82.6% | -124.2% | -49.2% |
| All | -30.7% | +7.6% | -38.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling