-43.2%
INTU vs SPG
+84.0%
-127.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.1% | +2.0% | -1.9% | -1.0% |
| 30D | +10.1% | +17.2% | -7.2% | +1.4% |
| 3M | -4.2% | +6.3% | -10.5% | -7.3% |
| 6M | -7.2% | +18.7% | -25.9% | -15.5% |
| YTD | -47.7% | +30.1% | -77.8% | -55.2% |
| 1Y | -46.7% | +32.8% | -79.5% | -54.9% |
| 3Y | -34.1% | +133.6% | -167.6% | -62.7% |
| All | -43.2% | +84.0% | -127.2% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling