-24.0%
INTU vs SMR
-48.0%
+24.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.9% | +1.9% | -5.9% | -4.1% |
| 30D | +12.0% | -21.9% | +33.9% | +12.9% |
| 3M | +2.3% | -47.1% | +49.4% | +4.5% |
| 6M | -12.1% | -60.6% | +48.6% | -9.4% |
| YTD | -47.5% | -63.1% | +15.5% | -46.3% |
| 1Y | -46.9% | -80.4% | +33.5% | -43.8% |
| 3Y | -33.5% | +150.2% | -183.7% | -47.1% |
| All | -24.0% | -48.0% | +24.0% | -31.7% |
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