-42.6%
INTU vs SPXS
-85.7%
+43.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -0.9% |
| 7D | -8.5% | +1.2% | -9.7% | -7.9% |
| 30D | -6.1% | +5.2% | -11.3% | -3.9% |
| 3M | +7.3% | -9.2% | +16.5% | +3.3% |
| 6M | -33.2% | -29.6% | -3.6% | -42.4% |
| YTD | -52.2% | -27.6% | -24.5% | -57.9% |
| 1Y | -52.7% | -36.7% | -15.9% | -60.6% |
| 3Y | -41.6% | -79.8% | +38.2% | -68.8% |
| 5Y | -42.6% | -85.9% | +43.2% | -65.4% |
| All | -42.6% | -85.7% | +43.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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