-40.2%
INTU vs SPMO
+149.5%
-189.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -3.3% | -0.9% | -2.4% | -2.8% |
| 30D | -3.9% | -1.9% | -2.0% | -3.0% |
| 3M | +16.6% | -1.4% | +18.0% | +14.1% |
| 6M | -26.4% | +25.5% | -51.9% | -44.2% |
| YTD | -51.0% | +24.8% | -75.8% | -62.7% |
| 1Y | -50.8% | +24.5% | -75.3% | -62.6% |
| 3Y | -40.1% | +157.1% | -197.2% | -82.0% |
| All | -40.2% | +149.5% | -189.6% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling