+1,307.6%
INTU vs SPYG
+564.9%
+742.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -7.1% | +0.4% | -7.5% | -7.4% |
| 30D | +1.5% | -0.4% | +1.9% | +1.8% |
| 3M | +10.7% | +0.5% | +10.1% | +8.8% |
| 6M | -23.8% | +17.5% | -41.3% | -35.7% |
| YTD | -49.3% | +14.3% | -63.7% | -56.1% |
| 1Y | -49.7% | +21.7% | -71.4% | -59.0% |
| 3Y | -38.0% | +98.6% | -136.6% | -68.2% |
| 5Y | -38.7% | +85.1% | -123.8% | -65.2% |
| 10Y | +221.3% | +412.0% | -190.7% | -18.3% |
| All | +1,307.6% | +564.9% | +742.7% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling