-25.0%
INTU vs SMR
-45.9%
+20.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.0% | -1.2% |
| 7D | -3.9% | +1.7% | -5.6% | -4.1% |
| 30D | +11.7% | -24.4% | +36.2% | +12.7% |
| 3M | +4.5% | -44.6% | +49.1% | +6.5% |
| 6M | -13.9% | -56.7% | +42.8% | -11.7% |
| YTD | -48.2% | -61.6% | +13.4% | -47.1% |
| 1Y | -47.1% | -82.1% | +34.9% | -43.7% |
| 3Y | -32.5% | +161.5% | -194.0% | -46.4% |
| All | -25.0% | -45.9% | +20.9% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling