+14,587.7%
INTU vs SPY
+2,942.7%
+11,645.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -3.7% |
| 7D | -3.9% | +0.1% | -4.0% | -4.3% |
| 30D | +11.7% | -3.3% | +15.0% | +15.5% |
| 3M | +4.5% | -2.4% | +6.9% | +6.9% |
| 6M | -13.9% | +2.6% | -16.4% | -17.6% |
| YTD | -48.2% | +11.2% | -59.5% | -55.2% |
| 1Y | -47.1% | +13.4% | -60.5% | -55.4% |
| 3Y | -32.5% | +79.9% | -112.4% | -67.2% |
| 5Y | -42.6% | +72.2% | -114.7% | -69.2% |
| 10Y | +235.3% | +307.3% | -72.0% | -31.1% |
| All | +14,587.7% | +2,942.7% | +11,645.0% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling