-38.4%
INTU vs SPG
+102.5%
-141.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | -7.1% | -2.4% | -4.7% | -5.9% |
| 30D | +1.5% | -6.8% | +8.3% | +5.2% |
| 3M | +10.7% | +2.7% | +8.0% | +9.2% |
| 6M | -23.8% | +5.5% | -29.3% | -26.5% |
| YTD | -49.3% | +15.7% | -65.0% | -53.6% |
| 1Y | -49.7% | +20.9% | -70.5% | -55.2% |
| 3Y | -38.0% | +112.4% | -150.4% | -62.4% |
| All | -38.4% | +102.5% | -141.0% | -63.0% |
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