+236.7%
INTU vs SPYG
+393.2%
-156.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.4% |
| 7D | +0.1% | +2.3% | -2.3% | -2.6% |
| 30D | +10.1% | -6.5% | +16.5% | +17.0% |
| 3M | -4.2% | -6.8% | +2.7% | +1.9% |
| 6M | -7.2% | -3.1% | -4.1% | -7.1% |
| YTD | -47.7% | +8.0% | -55.7% | -54.3% |
| 1Y | -46.7% | +10.2% | -56.9% | -54.6% |
| 3Y | -34.1% | +91.0% | -125.1% | -72.5% |
| 5Y | -43.3% | +67.7% | -111.0% | -71.3% |
| All | +236.7% | +393.2% | -156.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling