-38.4%
INTU vs SO
+58.2%
-96.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.2% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +1.5% | -4.6% | +6.0% | +2.3% |
| 3M | +10.7% | -3.0% | +13.7% | +11.3% |
| 6M | -23.8% | -8.3% | -15.6% | -22.6% |
| YTD | -49.3% | +3.5% | -52.8% | -50.0% |
| 1Y | -49.7% | -0.9% | -48.7% | -49.9% |
| 3Y | -38.0% | +45.4% | -83.4% | -47.9% |
| All | -38.4% | +58.2% | -96.6% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling