-41.7%
INTU vs SPYM
+82.4%
-124.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.4% |
| 7D | -7.5% | +0.6% | -8.1% | -8.2% |
| 30D | -1.9% | -0.9% | -1.0% | -0.7% |
| 3M | +4.9% | +3.9% | +0.9% | -0.9% |
| 6M | -33.2% | +14.5% | -47.8% | -45.3% |
| YTD | -51.4% | +13.0% | -64.4% | -59.4% |
| 1Y | -52.0% | +19.4% | -71.4% | -63.0% |
| 3Y | -40.7% | +78.9% | -119.6% | -76.0% |
| 5Y | -41.7% | +82.3% | -124.1% | -75.7% |
| All | -41.7% | +82.4% | -124.2% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling