-47.0%
INTU vs SO
+4.8%
-51.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -4.0% |
| 7D | +0.1% | -1.5% | +1.6% | -0.2% |
| 30D | +15.4% | +8.1% | +7.4% | +18.4% |
| 3M | +6.6% | +0.2% | +6.4% | +5.5% |
| 6M | -11.3% | +0.4% | -11.7% | -10.6% |
| YTD | -47.7% | +8.5% | -56.2% | -42.6% |
| 1Y | -47.0% | +4.9% | -52.0% | -42.1% |
| All | -47.0% | +4.8% | -51.8% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling