+1,506.7%
INTU vs SPYM
+812.4%
+694.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.9% |
| 7D | +0.1% | +2.6% | -2.5% | -2.5% |
| 30D | +10.1% | -2.0% | +12.1% | +11.8% |
| 3M | -4.2% | -2.8% | -1.4% | -1.9% |
| 6M | -7.2% | +2.2% | -9.4% | -10.2% |
| YTD | -47.7% | +11.5% | -59.2% | -53.9% |
| 1Y | -46.7% | +13.5% | -60.2% | -53.9% |
| 3Y | -34.1% | +78.0% | -112.1% | -64.0% |
| 5Y | -43.3% | +73.1% | -116.4% | -66.8% |
| 10Y | +232.6% | +310.9% | -78.3% | -5.6% |
| All | +1,506.7% | +812.4% | +694.3% | +166.9% |
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