-38.5%
INTU vs SPGI
+23.3%
-61.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.3% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | +1.5% | +8.4% | -7.0% | -3.8% |
| 3M | +10.7% | +11.8% | -1.2% | +2.3% |
| 6M | -23.8% | +5.7% | -29.6% | -26.7% |
| YTD | -49.3% | -9.7% | -39.6% | -46.6% |
| 1Y | -49.7% | -12.5% | -37.2% | -46.2% |
| All | -38.5% | +23.3% | -61.8% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling