-29.9%
INTU vs SPG
+124.5%
-154.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.0% |
| 7D | +0.1% | +4.9% | -4.8% | -1.4% |
| 30D | +15.4% | +15.6% | -0.2% | +10.3% |
| 3M | +6.6% | +4.1% | +2.5% | +5.1% |
| 6M | -11.3% | +13.6% | -24.9% | -14.7% |
| YTD | -47.7% | +27.5% | -75.3% | -52.0% |
| 1Y | -47.0% | +32.2% | -79.3% | -52.1% |
| 3Y | -29.9% | +126.0% | -155.9% | -47.9% |
| All | -29.9% | +124.5% | -154.5% | -47.9% |
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 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