-46.9%
INTU vs SPG
+33.6%
-80.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.9% | +2.7% | -6.7% | -4.2% |
| 30D | +12.0% | +16.6% | -4.6% | +10.7% |
| 3M | +2.3% | +8.1% | -5.8% | +0.8% |
| 6M | -12.1% | +19.3% | -31.4% | -9.5% |
| YTD | -47.5% | +31.1% | -78.6% | -46.8% |
| 1Y | -46.9% | +32.8% | -79.7% | -46.3% |
| All | -46.9% | +33.6% | -80.5% | -46.3% |
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