-40.7%
INTU vs SPYM
+79.1%
-119.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.6% |
| 7D | -7.5% | +0.6% | -8.1% | -8.0% |
| 30D | -1.9% | -0.9% | -1.0% | -1.1% |
| 3M | +4.9% | +3.9% | +0.9% | +0.9% |
| 6M | -33.2% | +14.5% | -47.8% | -42.0% |
| YTD | -51.4% | +13.0% | -64.4% | -57.2% |
| 1Y | -52.0% | +19.4% | -71.4% | -60.2% |
| 3Y | -40.7% | +78.9% | -119.6% | -71.2% |
| All | -40.7% | +79.1% | -119.8% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling