+211.1%
INTU vs SO
+156.9%
+54.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | -7.5% | +1.0% | -8.6% | -7.9% |
| 30D | -1.9% | -3.2% | +1.3% | -0.7% |
| 3M | +4.9% | -1.7% | +6.6% | +5.5% |
| 6M | -33.2% | -7.2% | -26.0% | -31.6% |
| YTD | -51.4% | +4.6% | -56.0% | -52.9% |
| 1Y | -52.0% | +1.2% | -53.2% | -52.9% |
| 3Y | -40.7% | +45.3% | -86.0% | -52.5% |
| 5Y | -41.7% | +58.7% | -100.4% | -55.9% |
| 10Y | +211.1% | +155.9% | +55.3% | +93.5% |
| All | +211.1% | +156.9% | +54.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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