-43.5%
INTU vs SPGI
+14.2%
-57.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | -4.1% | -0.8% | -3.3% | -3.5% |
| 30D | +12.8% | +14.3% | -1.4% | +1.2% |
| 3M | +2.1% | +14.5% | -12.4% | -8.6% |
| 6M | -11.5% | +17.3% | -28.8% | -22.7% |
| YTD | -47.9% | -4.6% | -43.3% | -46.2% |
| 1Y | -47.7% | +0.8% | -48.4% | -48.4% |
| 3Y | -34.0% | +28.8% | -62.7% | -50.8% |
| 5Y | -43.5% | +14.0% | -57.5% | -51.5% |
| All | -43.5% | +14.2% | -57.8% | -51.5% |
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