+289.7%
INTU vs SPMO
+572.4%
-282.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -4.9% | -4.7% |
| 7D | -7.1% | +2.0% | -9.1% | -8.7% |
| 30D | +1.5% | -0.4% | +1.8% | +1.3% |
| 3M | +10.7% | -1.9% | +12.5% | +7.8% |
| 6M | -23.8% | +25.0% | -48.9% | -43.4% |
| YTD | -49.3% | +26.0% | -75.3% | -62.7% |
| 1Y | -49.7% | +28.7% | -78.3% | -63.9% |
| 3Y | -38.0% | +160.9% | -198.9% | -80.1% |
| 5Y | -38.7% | +147.9% | -186.6% | -78.7% |
| 10Y | +221.3% | +518.9% | -297.6% | -41.8% |
| All | +289.7% | +572.4% | -282.7% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling