-46.9%
INTU vs SMR
-81.3%
+34.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.7% |
| 7D | -3.9% | +1.9% | -5.9% | -3.6% |
| 30D | +12.0% | -21.9% | +33.9% | +11.2% |
| 3M | +2.3% | -47.1% | +49.4% | +0.3% |
| 6M | -12.1% | -60.6% | +48.6% | -12.3% |
| YTD | -47.5% | -63.1% | +15.5% | -48.1% |
| 1Y | -46.9% | -80.4% | +33.5% | -44.4% |
| All | -46.9% | -81.3% | +34.4% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling