-47.5%
INTU vs SO
+6.0%
-53.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.7% |
| 7D | -3.9% | -1.1% | -2.8% | -4.2% |
| 30D | +11.7% | +8.6% | +3.1% | +14.6% |
| 3M | +4.5% | +1.8% | +2.7% | +3.8% |
| 6M | -13.9% | +3.6% | -17.5% | -12.0% |
| YTD | -48.2% | +9.9% | -58.2% | -43.0% |
| All | -47.5% | +6.0% | -53.5% | -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