+236.7%
INTU vs SO
+197.2%
+39.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.5% |
| 30D | +10.1% | +4.7% | +5.4% | +8.0% |
| 3M | -4.2% | +1.7% | -5.9% | -4.9% |
| 6M | -7.2% | +2.2% | -9.4% | -8.3% |
| YTD | -47.7% | +10.0% | -57.7% | -50.3% |
| 1Y | -46.7% | +6.0% | -52.7% | -48.6% |
| 3Y | -34.1% | +54.1% | -88.2% | -48.5% |
| 5Y | -43.3% | +79.6% | -122.9% | -59.6% |
| All | +236.7% | +197.2% | +39.6% | +100.9% |
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