-33.9%
INTU vs SO
+53.1%
-87.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.7% |
| 7D | -3.9% | +0.8% | -4.7% | -3.9% |
| 30D | +12.0% | +7.8% | +4.2% | +12.8% |
| 3M | +2.3% | +2.9% | -0.6% | +2.4% |
| 6M | -12.1% | +2.5% | -14.6% | -11.7% |
| YTD | -47.5% | +10.3% | -57.8% | -46.9% |
| 1Y | -46.9% | +6.4% | -53.3% | -46.3% |
| All | -33.9% | +53.1% | -87.0% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling