+235.3%
INTU vs SPG
+117.3%
+118.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -3.9% | +5.1% | -9.0% | -5.3% |
| 30D | +11.7% | +16.8% | -5.1% | +7.1% |
| 3M | +4.5% | +5.7% | -1.2% | +2.9% |
| 6M | -13.9% | +17.8% | -31.7% | -17.8% |
| YTD | -48.2% | +30.1% | -78.3% | -52.1% |
| 1Y | -47.1% | +32.8% | -79.9% | -51.4% |
| 3Y | -32.5% | +137.2% | -169.7% | -47.5% |
| 5Y | -42.6% | +81.5% | -124.0% | -52.9% |
| 10Y | +235.3% | +116.5% | +118.8% | +164.2% |
| All | +235.3% | +117.3% | +118.0% | +164.2% |
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