-52.0%
INTU vs SPGI
-14.9%
-37.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -1.9% |
| 7D | -7.5% | -2.5% | -5.1% | -6.0% |
| 30D | -1.9% | +5.4% | -7.4% | -5.4% |
| 3M | +4.9% | +9.0% | -4.2% | -1.7% |
| 6M | -33.2% | +0.8% | -34.0% | -34.1% |
| YTD | -51.4% | -12.6% | -38.8% | -48.5% |
| 1Y | -52.0% | -16.1% | -35.9% | -49.8% |
| All | -52.0% | -14.9% | -37.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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