-40.6%
INTU vs SPMO
+159.5%
-200.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -7.5% | +3.4% | -10.9% | -8.5% |
| 30D | -1.9% | +0.5% | -2.5% | -2.3% |
| 3M | +4.9% | +1.9% | +2.9% | +2.1% |
| 6M | -33.2% | +27.8% | -61.0% | -44.9% |
| YTD | -51.4% | +26.7% | -78.1% | -59.7% |
| 1Y | -52.0% | +28.9% | -80.9% | -60.8% |
| All | -40.6% | +159.5% | -200.1% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling