-52.7%
INTU vs SO
+0.6%
-53.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.9% |
| 7D | -8.5% | 0.0% | -8.5% | -8.4% |
| 30D | -6.1% | -2.5% | -3.6% | -7.1% |
| 3M | +7.3% | -4.2% | +11.5% | +6.1% |
| 6M | -33.2% | -7.7% | -25.6% | -34.3% |
| YTD | -52.2% | +3.8% | -56.0% | -49.1% |
| 1Y | -52.7% | +0.1% | -52.7% | -49.7% |
| All | -52.7% | +0.6% | -53.3% | -49.7% |
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