-38.1%
INTU vs SPG
+109.7%
-147.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -7.1% | -2.4% | -4.7% | -6.4% |
| 30D | +1.5% | -6.8% | +8.3% | +3.7% |
| 3M | +10.7% | +2.7% | +8.0% | +10.1% |
| 6M | -23.8% | +5.5% | -29.3% | -25.3% |
| YTD | -49.3% | +15.7% | -65.0% | -52.1% |
| 1Y | -49.7% | +20.9% | -70.5% | -53.3% |
| All | -38.1% | +109.7% | -147.9% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling