-45.2%
INTU vs SPG
+34.3%
-79.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.1% |
| 7D | +8.7% | +8.2% | +0.5% | +7.9% |
| 30D | +25.9% | +13.5% | +12.4% | +24.7% |
| 3M | +10.7% | +2.2% | +8.5% | +9.2% |
| 6M | -11.6% | +15.9% | -27.4% | -8.8% |
| YTD | -45.4% | +27.6% | -73.0% | -44.4% |
| 1Y | -45.2% | +30.9% | -76.2% | -44.9% |
| All | -45.2% | +34.3% | -79.5% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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