-43.5%
INTU vs SPYG
+70.6%
-114.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -4.1% | +4.2% | -8.4% | -8.0% |
| 30D | +12.8% | -7.4% | +20.3% | +20.5% |
| 3M | +2.1% | -5.3% | +7.4% | +6.3% |
| 6M | -11.5% | -1.2% | -10.3% | -13.2% |
| YTD | -47.9% | +9.0% | -56.9% | -54.4% |
| 1Y | -47.7% | +8.8% | -56.5% | -54.2% |
| 3Y | -34.0% | +92.8% | -126.7% | -73.2% |
| 5Y | -43.5% | +69.3% | -112.8% | -71.6% |
| All | -43.5% | +70.6% | -114.2% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling