+211.0%
INTU vs SPYM
+316.7%
-105.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | -8.5% | -0.4% | -8.1% | -8.0% |
| 30D | -6.1% | -1.4% | -4.8% | -4.4% |
| 3M | +7.3% | +3.7% | +3.6% | +1.9% |
| 6M | -33.2% | +13.0% | -46.3% | -43.7% |
| YTD | -52.2% | +12.5% | -64.6% | -59.4% |
| 1Y | -52.7% | +18.6% | -71.3% | -62.6% |
| 3Y | -41.6% | +78.0% | -119.6% | -73.3% |
| 5Y | -42.6% | +82.3% | -125.0% | -73.5% |
| 10Y | +211.0% | +322.9% | -111.8% | -42.8% |
| All | +211.0% | +316.7% | -105.7% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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