-51.8%
INTU vs SPMO
+24.7%
-76.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -1.1% |
| 7D | -9.2% | +0.1% | -9.2% | -9.1% |
| 30D | -7.0% | -0.7% | -6.3% | -7.2% |
| 3M | +10.5% | +2.8% | +7.7% | +11.1% |
| 6M | -30.6% | +24.4% | -55.0% | -30.5% |
| YTD | -52.3% | +24.2% | -76.5% | -52.3% |
| 1Y | -51.8% | +24.5% | -76.3% | -52.2% |
| All | -51.8% | +24.7% | -76.5% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling