+1,457.1%
INTU vs SPYM
+829.4%
+627.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.0% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | +1.5% | +0.1% | +1.4% | +1.4% |
| 3M | +10.7% | +2.0% | +8.6% | +7.9% |
| 6M | -23.8% | +13.1% | -36.9% | -33.6% |
| YTD | -49.3% | +13.6% | -62.9% | -55.9% |
| 1Y | -49.7% | +20.1% | -69.7% | -58.7% |
| 3Y | -38.0% | +77.6% | -115.6% | -65.9% |
| 5Y | -38.7% | +82.5% | -121.3% | -65.8% |
| 10Y | +221.3% | +317.6% | -96.3% | -9.9% |
| All | +1,457.1% | +829.4% | +627.7% | +155.2% |
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 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