+1,810.5%
INTU vs SPXS
-100.0%
+1,910.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.9% |
| 7D | +0.1% | -7.5% | +7.6% | -2.7% |
| 30D | +10.1% | +5.3% | +4.7% | +12.6% |
| 3M | -4.2% | +9.7% | -13.9% | -0.3% |
| 6M | -7.2% | -4.6% | -2.7% | -8.0% |
| YTD | -47.7% | -25.8% | -21.9% | -52.3% |
| 1Y | -46.7% | -28.8% | -17.9% | -52.0% |
| 3Y | -34.1% | -80.2% | +46.1% | -59.0% |
| 5Y | -43.3% | -83.2% | +39.9% | -58.9% |
| 10Y | +232.6% | -99.5% | +332.1% | +9.2% |
| All | +1,810.5% | -100.0% | +1,910.4% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling