-38.4%
INTU vs SPGI
+8.3%
-46.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.1% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | +1.5% | +8.4% | -7.0% | -5.1% |
| 3M | +10.7% | +11.8% | -1.2% | 0.0% |
| 6M | -23.8% | +5.7% | -29.6% | -27.4% |
| YTD | -49.3% | -9.7% | -39.6% | -45.3% |
| 1Y | -49.7% | -12.5% | -37.2% | -44.7% |
| 3Y | -38.0% | +21.8% | -59.8% | -51.6% |
| All | -38.4% | +8.3% | -46.7% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling