-32.5%
INTU vs SMR
+151.9%
-184.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.0% | -1.1% |
| 7D | -3.9% | +1.7% | -5.6% | -4.0% |
| 30D | +11.7% | -24.4% | +36.2% | +12.4% |
| 3M | +4.5% | -44.6% | +49.1% | +5.8% |
| 6M | -13.9% | -56.7% | +42.8% | -12.3% |
| YTD | -48.2% | -61.6% | +13.4% | -47.4% |
| 1Y | -47.1% | -82.1% | +34.9% | -44.6% |
| 3Y | -32.5% | +161.5% | -194.0% | -37.3% |
| All | -32.5% | +151.9% | -184.3% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling