+1,499.5%
INTU vs SPYM
+816.1%
+683.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | -4.1% | +3.3% | -7.4% | -7.3% |
| 30D | +12.8% | -2.6% | +15.5% | +15.4% |
| 3M | +2.1% | -1.7% | +3.8% | +3.4% |
| 6M | -11.5% | +3.1% | -14.6% | -15.2% |
| YTD | -47.9% | +12.0% | -59.9% | -54.3% |
| 1Y | -47.7% | +12.1% | -59.8% | -54.2% |
| 3Y | -34.0% | +78.5% | -112.5% | -64.1% |
| 5Y | -43.5% | +73.8% | -117.4% | -67.1% |
| 10Y | +231.1% | +312.5% | -81.4% | -6.4% |
| All | +1,499.5% | +816.1% | +683.4% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling