+243.1%
INTU vs SO
+177.2%
+66.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +15.4% | +8.1% | +7.4% | +11.9% |
| 3M | +6.6% | +0.2% | +6.4% | +6.4% |
| 6M | -11.3% | +0.4% | -11.7% | -11.7% |
| YTD | -47.7% | +8.5% | -56.2% | -50.1% |
| 1Y | -47.0% | +4.9% | -52.0% | -48.7% |
| 3Y | -29.9% | +47.9% | -77.8% | -44.1% |
| 5Y | -42.2% | +75.7% | -117.9% | -58.4% |
| All | +243.1% | +177.2% | +66.0% | +109.4% |
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