+210.2%
INTU vs SPYG
+424.8%
-214.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -8.5% | +0.3% | -8.8% | -8.8% |
| 30D | -6.1% | -1.7% | -4.4% | -4.4% |
| 3M | +7.3% | +3.6% | +3.7% | +1.5% |
| 6M | -33.2% | +16.6% | -49.8% | -45.6% |
| YTD | -52.2% | +13.4% | -65.5% | -59.7% |
| 1Y | -52.7% | +19.6% | -72.3% | -62.8% |
| 3Y | -41.6% | +99.8% | -141.4% | -76.4% |
| 5Y | -42.6% | +85.0% | -127.6% | -73.6% |
| All | +210.2% | +424.8% | -214.5% | -55.4% |
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