+236.7%
INTU vs SPG
+113.9%
+122.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.1% | +2.0% | -1.9% | -0.5% |
| 30D | +10.1% | +17.2% | -7.2% | +5.4% |
| 3M | -4.2% | +6.3% | -10.5% | -5.8% |
| 6M | -7.2% | +18.7% | -25.9% | -11.6% |
| YTD | -47.7% | +30.1% | -77.8% | -51.6% |
| 1Y | -46.7% | +32.8% | -79.5% | -51.0% |
| 3Y | -34.1% | +133.6% | -167.6% | -48.5% |
| 5Y | -43.3% | +84.4% | -127.7% | -53.7% |
| All | +236.7% | +113.9% | +122.8% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling