-41.5%
INTU vs SPYG
+98.4%
-139.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -8.5% | +0.3% | -8.8% | -8.6% |
| 30D | -6.1% | -1.7% | -4.4% | -5.1% |
| 3M | +7.3% | +3.6% | +3.7% | +4.1% |
| 6M | -33.2% | +16.6% | -49.8% | -41.1% |
| YTD | -52.2% | +13.4% | -65.5% | -56.8% |
| 1Y | -52.7% | +19.6% | -72.3% | -59.3% |
| All | -41.5% | +98.4% | -139.9% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling