+216.0%
INTU vs SPG
+63.6%
+152.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.5% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -1.9% | -4.9% | +3.0% | -0.6% |
| 3M | +4.9% | +3.3% | +1.5% | +4.0% |
| 6M | -33.2% | +11.2% | -44.4% | -35.4% |
| YTD | -51.4% | +17.1% | -68.5% | -53.7% |
| 1Y | -52.0% | +21.6% | -73.6% | -54.8% |
| 3Y | -40.7% | +111.9% | -152.6% | -52.5% |
| 5Y | -41.7% | +106.9% | -148.6% | -53.2% |
| All | +216.0% | +63.6% | +152.4% | +169.4% |
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