-41.7%
INTU vs SPY
+81.8%
-123.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.4% |
| 7D | -7.5% | +0.5% | -8.1% | -8.2% |
| 30D | -1.9% | -0.9% | -1.0% | -0.7% |
| 3M | +4.9% | +3.9% | +1.0% | -0.8% |
| 6M | -33.2% | +14.5% | -47.7% | -45.1% |
| YTD | -51.4% | +12.9% | -64.3% | -59.3% |
| 1Y | -52.0% | +19.4% | -71.3% | -62.8% |
| 3Y | -40.7% | +78.5% | -119.1% | -75.7% |
| 5Y | -41.7% | +81.8% | -123.5% | -75.3% |
| All | -41.7% | +81.8% | -123.5% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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