+236.7%
INTU vs SPMO
+460.5%
-223.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.8% |
| 7D | +0.1% | +6.3% | -6.3% | -5.2% |
| 30D | +10.1% | -8.9% | +18.9% | +17.3% |
| 3M | -4.2% | -13.2% | +9.0% | +5.6% |
| 6M | -7.2% | -9.3% | +2.0% | -6.8% |
| YTD | -47.7% | +11.6% | -59.2% | -58.5% |
| 1Y | -46.7% | +13.4% | -60.1% | -58.5% |
| 3Y | -34.1% | +122.9% | -157.0% | -76.8% |
| 5Y | -43.3% | +113.9% | -157.2% | -78.7% |
| All | +236.7% | +460.5% | -223.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling